How do i add a single song file to the itunes library without using the CD on the mac laptop?

I got a song i wanted to put on itunes. I use to have a windows xp computer and i know how to add a song to itunes library (press file and add a song to library) but i cant do that on the mac. There is no FILE?How do i add a single song file to the itunes library without using the CD on the mac laptop?
There is File.



It's at the very top of the screen. It is not in the iTunes window.



It's in the universal toolbar at the top, next to the Apple menu.

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