What file format are the songs in?
It will be easiest to work in Timeline View Mode, rather than Sceneline View Mode.
Depending on that, you will first Import them into a PrE Project, that has been set up for your Video. This is done with Get Media>Files and Folders. That will Import them into the Project as Assets, and they will be visible in the Project Panel (Media). Just decide which song goes first, and drag it to the Timeline. Repeat for the second, butting it up to the first. Repeat for the third.*
Done, and good luck,
* You can also click on the first song in the Project Panel, and Shift+click on the last, and drag all three to the Timeline.
1 - http://forums.adobe.com/thread/537685 and click the link inside the message