iPod is more sofisticasted than your run-of-the-mill chinese MP3 player. As such it is always advisable to read the manual before using it.
But if you are in a hurry, then let's make it easy as 1-2-3.
1.Open your files in iTunes (They will be imported into the library)
2. Select the files you want.
2. Chose Sync iPod from the File menu