the way to import music in itunes is to stick a cd in. With itunes running it will go onto gracenote and get the track names, then in the bottom right is 'import cd' click this.
in the itunes prefrences>advanced prefs is importing options.
If you are putting in MP3s from the web then select them and drag them onto the open itunes window and they will be imported correctly.
As for itunes helper, apparently its there to help when an iPod is attached, that is to say when you plug an ipod in, its there to deal with launching itunes etc. So if you do not have it you could disable it.
The iPod one is for PCs and I guess deals with making sure the iPod mounts correctly as iPod, then Drive.
I would not delete them, they use very small resources and I think itunes looks for them on startup. They are in no way anything to do with phoning home or anything.
Incidentally if you worry about that you want to turn off the mini itunes store, as this looks at all your music and sends that info back to Apple.