when you start Mixxx the first time, it should display a dialog box that allows you to select your library base directory. This directory will then be scanned for music files.
Surely there are many other ways to get music into Mixxx - for example just use Drag'n'Drop from your favourite filemanager. For testing that, you can try dropping a single song directly onto a Mixxx deck.
If your music isn't found as expected (or if Mixxx doesn't react when Drag'n'Dropping music) then this could be caused by unknown filetypes. Mixxx plays at least mp3's, ogg's, wav's. I'm not sure what format your iTunes files have.