You have iTunes installed on your computer ? If not then you can download it from here : http://www.apple.com/itunes/download/
If you connect your iPod to a USB port on your computer's iTunes then it should appear on the left-hand sidebar of your computer's iTunes (if you have iTunes 11 installed then you can enable the sidebar via control-S on a PC), and then on the right-hand side of iTunes you should be able to select the music that you want to sync to it.
Syncing music : http://support.apple.com/kb/HT1351
iPod manuals : http://support.apple.com/manuals/ipod/