You can export files from many apps directly to your iTunes library.
For example, if you use a video editing app, you can export a .mov file of your finished video to iTunes and iTunes automatically places it in the Movies section of your library. You can then watch the video on your computer or with Apple TV, or you can add it to your iPod, iPhone, or iPad.
In the exporting application, set the destination folder as Computer\Music\iTunes\iTunes Music\Automatically Add to iTunes.
To learn how to add other content to iTunes, see How to add items to iTunes.