There may be another way to do this but this is how I got it to work. I put all the programs under a single folder, each program will need a folder named whatever sonarr thinks the name is exactly. You can see the name it wants to use by editing the series and looking at the folder sonarr has assigned it.
Then place the episodes in the appropriate folder and click on the refresh from disk icon for the series. Sonarr should see the programs and make them as imported.
I suggest you run sonarr in debug mode (--debug) and look at the console messages to debug things if the import isn't happening, you may have a path wrong or something of that nature.