This article explains how to add music to iTunes by copying a shortcut to the desired location on your computer or by physically importing the file into a folder specified by iTunes.
How to Add a Song to iTunes Library – Tutorial
With streaming music and digital music stores so popular, you may not find yourself downloading MP3s from the Internet very often. But occasionally, especially if you're downloading live concert recordings or listening to lectures, you'll need to grab individual files.
With just a few clicks, you can add music to iTunes so you can sync it to your iOS device or listen to your music on your computer.
Make sure you know where your downloaded audio files are located. The files may be in your Downloads folder or somewhere on your desktop.