This can be done one of two ways:
1. In iTunes, click on File then 'Add to Library' and point to the folder (the myhdtracks icon) on your desktop,
OR
2. Open iTunes and then drag the folder over to your iTunes library.
Just remember that iTunes does not automatically change sample rate. If you're switching between 16/44.1 and 24/96 (or higher) sample rates, you need to close iTunes, open AudioMidi Setup (Applications >> Utilities), adjust the sample rate, and then restart iTunes. You'll need to do this whenever switching between sample rates.