I haven't tried it with the latest version but previously I just got a prompt when I put the CD in the PC saying "do you want to put this on iTunes?"
The long way round is when they're on your computer, click each one and say "Open with..." and it should give you iTunes aas an option, which should add it to iTunes automatically. You might have to do each one individually, though.
Doubtless someone will give you a better answer, though.
Go to the iTunes menu bar at the top of the screen and click on the word 'iTunes' and select Preferences and select the General Tab and change to options where it says "When a CD is inserted" and change to Prompt.