If you only want to sync one particular playlist or a number of selected playlists you need to connect your iPod to your computer and adjust the sync music settings. When it appears in the Source list click on the iPod icon to bring up the preference tabs in the main pane. Go to the Music tab and choose Sync Music and the Selected playlists radio button. Choose the playlist(s) you just made from the selection and click Apply.
If your whole library fits on the iPod then you don't really need to do anything, if there is space on it and it's set to sync all music and playlists then any playlist you make in iTunes will sync to it.