To put music on the device, simply connect the device to your computer and either drag-and-drop the music to the device, or use your choice of software to sync your music to the device.
Note that using software to sync you music may rename your music and put it on the device in a different folder structure, and my hide the music folder, so using the database may be easier than browsing by the file view.
In order to use the database, make sure it's initialized (Settings>General Settings>Database>Initialize Now), then after its initialized, select "Update Now". Note that the device will need to be restarted after Rockbox is done scanning the device for music files in order to commit the database files.