Summarize:

If your video files are the proper format, you can add them to your iTunes library. Make sure iTunes is up-to-date to ensure the best playback experience. The process for this is a little different for Windows and Mac:  Windows - Press Alt to display the menu bar. Click the File menu and select "Add File to Library" or "Add Folder to Library." Browse for the video file or folder containing multiple files that you want to add. Mac - Click the iTunes menu and select "Add to Library." Browse for the video file or folder that you want to add. You can open this by clicking the filmstrip button at the top of the window. Don't be alarmed if your newly-added files don't appear; they're hidden in a sub-category. You'll see this along the top row of iTunes. Videos that you've added yourself will appear in the Home Videos section. If the video is not appearing, then it was not in a compatible format. Double-check the format of the video file and convert it to a compatible one following the steps in the previous section. You can sort your new videos into the proper categories so that you can find them easier in the future:  Right-click on the video in the Home Videos section and select "Get Info." Click the "Options" tab and use the "media kind" menu to change how the video is sorted.
Launch iTunes. Add a video file to your library. Select the Movies section of iTunes. Select the "Home Videos" tab. Find your added videos. Move videos from "Home Videos" to "Movies" or "TV Shows."