Bandcamp Songs Won’t Download

I recently purchased some albums on Bandcamp. I know that you have to download the files from Bandcamp onto your computer and add the files from your computer to iTunes, then sync your iTunes library with your iPhone for the songs to appear. However, for some reason I am unable to get the Bandcamp songs to show up in my iTunes library. When I try to add the files into iTunes, nothing happens. I’m not sure if this is an issue with my computer or an issue with iTunes.