Just throwing this in for completeness sake, you can also choose to add individual files of your choice as opposed to the "Scan Folders for New Files" File menu option by choosing the "Add Files to Library" option just above it. As the Wiki mentions, any folder you insert into the "monitored folders" box in Preferences will have new files in it automatically added to your library.
Keep in mind that your "Library" does not mean some specified folder, but whatever files at ANY location that have been actually "added" to the Library, either at first run creation or afterwards, by the methods described. It took me "a few seconds" to grasp that initially
Nothing is physically moved anywhere, unless you choose to invoke the "auto-organize media files", which is not a choice to be taken without a good read-up on exactly what occurs.