To add media files to your iTunes library, select the files and drag them into the Music or Movies tabs. Alternatively, you can also try the following to add files manually:
1. Open iTunes
2. Click File > Add to Library (CTRL+O)
3. Locate the file(s) you wish to add. Hold CTRL to select multiple items. Once you have made your selections, click "Open" to add these files to your library.
You will now see the selected files in your Music or Movies tab, depending on what file type you have added.
You may safely download iTunes from Apple's website here.
If you have further questions about importing files to iTunes, please visit the iTunes knowledge base for further information here.