iPod comes with iTunes software, which imports, stores, and plays audio, video, games, photos, and the other things and uploads everything to iPod. You can set iTunes so that it automatically imports the appropriate files from any device you connect to your computer, from a cd or dvd, or you can import it manually, then you can use the program to select the things you want added to the iPod.

To a fair degree, when you import a file to iTunes, it will convert audio and video files both for playing and for uploading to the iPod, but, invariably, there is always something in a format that iTunes doesn't recognize, and you have to convert it to a format that iTunes does recognize--but if you create cds and dvds, this is a familiar situation--