Limewire doesn't have your music files...it only displays the Library of files that you have downloaded/are sharing.

First, you need to go to the folder that actually has your music files. If you can't find this folder, go into your Limewire library, select a music file, and select 'Explore' in the bottom left corner. This will open up the folder.

Hopefully, now you can click and drag your files into iTunes.

It is generally recommended that you turn off the Limewire player and use other players, i.e. iTunes. It's under Tools...options somewhere.

Hope this helps