How Do I Get New Songs Into a Compilation Album In iTunes?

I get free classical songs from yourclassical.org and try and keep them together in a Compilation Album. I started long ago but the system keeps changing and I am not having any luck with newer downloads. I change the name of the album in the Song Info to the compilation album I have going but I can’t get it to show up in that album. Do I have to drag the file to the desktop and drag it into the album physically? There should be a better way. The last tutorial on this was using a different system and I can’t get it to relate to the current interface. Any help would be appreciated. I am using iTunes Match which I started using recently. Thank you.
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Chris Bell