How do I get iTunes to recognise a Sony Walkman?

iTunes is designed for use with iOS devices, this means iPods, iPhones and iPads. Your Sony is not usable with iTunes. If you insist on using iTunes, I suggest you purchase an iOS device 😉

Read the User's Guide for the Walkman to find out how to get content on the device. It can be done, but if you have issues you will need to seek assistance from Sony or their user support forums. This has nothing to do with Apple or iTunes.