If the Wal-mart songs were unprotected by DRM, it should be fine - just a matter or either dragging the songs into the Zune Software, or adding that particular folder to the "watched" folders in the Zune Software. Same goes for the folder for your vinyl rips.
However, if they are DRM protected by Plays4Sure, then I don't believe that they are compatible with the Zune / Zune Software. Easy way to check for DRM is to check one of the files in Windows Explorer, go to the properties tag, and then check for "Protected" setting - if it's "yes", then it has DRM (and possibly not a version that the Zune supports).
As for your vinyl albums, you should also check for file protection. Do you have any idea what file format you converted them to, and how you converted them? Again, check the properties of the file - codec (MP3 or WMA) and whether or not the file is protected.
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