iTunes will not add the files automatically. The purpose of iTunes is to have all of your media in one place, so you don't have to manually mess around in pile of folders. What you need to do is go to Preferences>Advanced> and check box the "Copy files to iTunes Library folder when adding to Library". Now, iTunes will automatically copy and organize your files after importing them. They won't get lost.
Of course, if you're a trend following kinda guy who wants to have an iPhone/iPod even thought they suck - then you are out of luck. Having iTunes on Windows is silly to begin with.
It's like having some Zune shit on my Mac. Yuk.