Not all sound files come directly from the compact discs in your personal collection. As long as a file is in a format that iTunes can comprehend (MP3, AAC, AIFF, WAV, WMA, Apple Lossless, or Audible), you can add it to the iTunes music library by any of several methods.
The AAC format includes a copy-protection feature that MP3 doesn’t have. Songs you buy from the iTunes Music Store and music encoded from your own CDs with iTunes work, but you may have trouble playing or moving other copy-protected AAC files (like those bought from, for example, LiquidAudio.com).
On the Mac, you can drag a file or folder full of sound files onto the iTunes icon on the Mac OS X Dock, or onto Mac OS 9’s floating Applications palette, to add the music to the library. In Windows, hover the mouse over the iTunes taskbar button without letting go of the song files; when the program window pops open, you can drop the songs on the iTunes window. (The taskbar gets cranky if you try to drop files directly onto the iTunes button.)
You can also drag the files or folders straight into the iTunes window.