Open iTunes by clicking the iTunes icon in the dock.
Insert your CD in the disc drive.
A popup should appear asking you if would like to Import the CD into your iTunes library. Click Yes to import the whole CD. If you would like to just import certain tracks then click No.
A list of the CD's tracks will appear in the iTunes window. Each track has a small checkbox to the left of the track's name. Check the tracks you would like to include in the import.
Click the Import CD button at the bottom of the iTunes window to import the selected tracks.
The iTunes status window will show the progress of the import. Once complete the files will be in iTunes library!