Only if you're using Mac OSX will the songs automatically import into iTunes. For windows you need to do it manually.

But with windows you can import multiple files at one time. Just Select each one whilst holding down the SHIFT key. iTunes will not import files it already has in its library unless the id3 tag has been changed/is different. So if it has identical size, bit-rate, id3 tag, file-name then it won't re-import it. So you can feel safe about that.