Click on the iPod icon that will appear at the top of the iTunes window once iTunes sees it:

That will display the Device/Settings/Summary pane:

Notice the Sync button in the lower right corner of the screenshot above.
If you select Device/Settings/Music, it will display the Sync options pane:

Orange 1. - the Device/Settings/Music option
Orange 2. - the Sync Music button. This option needs to be "on" in order for music to be copied to the iPod
Orange 3. - choose either:
- Entire music library, which will not display the sections numbered 4.
- Selected playlists, artists, albums and genres, which will display sections numbered 4.
Orange 4. - displayed only when sync selected playlist, artists, albums and genres is chosen. It allows you to choose which items you want to add to your iPod
If you change any of these settings, you then need to tap the Sync button, which will still be in the lower right corner of the Music pane.