When you start the Zune software for the first time, it automatically adds music, videos, and pictures, and podcasts on your computer to your Zune collection. After that, you can set up the Zune software to monitor whatever folders you store your media in. Any time you add or delete something in these folders, Zune updates your collection accordingly.
To add new stuff manually, drag a file or folder to your collection.
Add items to your collection