Once you have downloaded and installed Mp3tag, open the program and choose the folder where all of your music files are (File--->Add Directory).
Mp3tag has a very simple and clean interface so I don't think that you will have any trouble finding your ways around, so I suggest you play around with it for around five to ten minutes and get use to it.
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Also, as you may have already notice, Mp3tag also supports online Amazon, freedb, MusicBrainz and other database look-ups, allowing you to auto tag and embed multiple images for album covers. So that may be something that will turn out useful for you.
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