Normally, the MediaScanner should pick them up from any place, add them to the library, and your player should find them. That works smoothly and immediately if you use the means the designers had in mind (connect your device via MTP, transfer the files, disconnect – the MediaScanner will start immediately).
But as you use a different way (we are bad doing so – I'm doing it as well ;), MediaScanner is not triggered immediately. So you either have to wait until it decides to run – or trigger it manually:
- it runs on every device boot, so a reboot triggers it
- it runs whenever the SDCard is mounted. So if your device has an external SDCard, going to Settings → Storage, and un-mounting plus re-mounting the card will trigger it
- as both above solutions are not really satisfying: there are several apps on Play which let you trigger it manually, by just tapping their shortcut. One candidate still working with Kitkat is SD Scanner.
See also my answers here and here.
Alternatively, you could try a music player that doesn't rely on the MediaScanner. One example for those would be the GoneMad Music Player: Here you can define yourself which directories you want scanned, and can trigger a scan yourself from inside the app whenever needed. Those rescans are blazingly fast, as they only scan directories you've defined – instead of checking everywhere on the device.