As a iPod user, you should own a iPod to iTunes Transfer.
As we know, iTunes can only sync music from iTunes to iPod in one direction. But for some reason we need to transfer music, videos, or files from iPod to iTunes. For example, when your computer crashed, or you may want to use your iPod in a new computer. iPod iTunes Transfer makes copping music from iPod to iTunes easily.
For iPhone or ipad users, if we want to transfer or backup data to pc or Mac computer, we can use direct data transfer tool, itunes doesn’t allow us to transfer the data directly, so when we want to backup or transfer these pics to pc, it can be a little bit complicated.
Nonetheless it’s easy to do on your own. The iPod Music Transfer is just for you. The Music Transfer Tool is a smart tool for transferring music from your iPod to computer and iTunes. It's the ideal iPod manager to backup music and video to PC/iTunes.
This thread tries to help with transferring music from a device (such as an iPod) to iTunes.
So, it seems that you have mis-read the intent of this thread. (And, despite the fact that the thread is 8 years old, none of the answers will help you.)
But, I will try: If you have downloaded some music, then import that music to some app that will be useful to you. On a Mac, that is typically iTunes.
So drag the music into the iTunes window, or use the Add to Library, under the File menu in iTunes. Browse to your music, and there you are!
If that import leaves your music files, and you have imported that music, your last step is to drag those music files to the trash (and finally empty the trash). And, your storage space is freed up again. So, you find out your task is pretty simple.