First of all, is iTunes set as your default MP3 player? If so, then launching the files from Limewire should open them in iTunes, automatically adding them to the library. If you open the preferences pane, there is a checkbox entitled "Copy files to iTunes Music folder when adding to library." If it's checked, iTunes will copy the file into a folder (organized by artist and album) inside of the iTunes Music folder.
If the box is unchecked, iTunes will simply make a link to the file without moving it. However, you can always go to the Advanced menu and select "Consolidate Library..." to move all files in the library into the iTunes Music folder. To add files to the library, you can either open them from the finder (assuming iTunes is the default app), or select "Add to Library..." from the iTunes file menu and browse for the files.
Hope this was helpful,
Ari |