You should be able to connect the iPod to your computer and select it on the left-hand sidebar of your computer's iTunes (if you have iTunes 11 on your computer then you can enable the left-hand sidebar via control-S), and then use the Music tab on the right-hand side of iTunes to select and sync the songs to it.
Syncing music :http://support.apple.com/kb/HT1351
See page 15 of the iPod nano User's Guide:
You may also find this support article helpful:
Though it is mostly applicable to an iPod touch, not a nano, the section on synching via USB may still be of help since it includes screen shots.