If your songs were on the computer before installing iTunes or if they were not "burned" off of one of you CD's or purchased via iTunes, you need to "import songs" (in the "File" menu). It will be easier if you have or can put all of the music files in 1 folder before you import them. If you can't you can just import them from the folder where they are located.
From the iTunes Help menu:
Here are ways to add items to your iTunes library:
Drag a file or folder from the Finder to the iTunes window.
If you add a folder, all the files it contains are added to your library.
In iTunes, choose File > “Add to Library,” locate a file or folder, and then click Choose.
By default, iTunes places a copy of each audio file in the iTunes folder (inside [Home]/Music); the original file remains in the current location.