Put the CD into your computer.
When Itunes pops up, click "import cd".
When the cd is done importing it will make a noise to notify you.
Then go to file and click "Sync ipod".
Basicly like everyone else said, you put the CD into your disc drive, and a little window should open on iTunes saying 'Would you like to import *insert name of disc here*?'.
Click yes, and it will import every song on the CD.