Syncing:
Just drag and drop your files into whatever folder you want.

I usually go with something like this:

Audio Clips

Sub-Folder 1: Music
Sub-Folder 2: Podcasts
Sub-Folder 3: Audio Books
Sub-Folder 4: Lectures
Sub-Folder 5: Recordings

Of course, all this is purely aesthetics (looks and organization). Most media players will find all your audio.

As for the radio? FM Transmitter all the way.