Once you have connected your drive to the computer then a window should pop open asking you what you want to do with the content. You should choose the option that says open file to view the content. This should open your folder that contains your music.
Then you need to open up your music folder that exists on your computer. Then transfer the music from your flash drive to your music folder. Once they are safely in your music folder on your computer, then drag and drop the music icons into your iTunes and wait for them to load up into your iTunes library.
If you want these songs on your iPod or iPhone then you just connect it to your computer whilst iTunes is still open and the songs will sync to your iPod but don't disconnect it until the songs have fully synced and iTunes tells you it is safe to do so.
Remember that for in order for your songs to stay fully stored in your iTunes library and for them to stay completely synced to your iPod. This means that you should store them all in one place for example, create a music folder that is specifically for storing music and then transfer all your music to your iTunes library from there. If you transfer the songs from the flash drive to your computer and if you want to burn the songs to a CD then make sure that you select the songs from that music folder and not the flash drive otherwise the data that you transfer will be corrupted and won't play on CD players.