I have U2's Songs of Innocence in My Libray of my iTunes. I have a PC. How do I transfer/sync this album to my iPod? Clicking the "sync" button does not do it; it only syncs up all other albums. And, I have an iPod 5th Generation, not and iPod Touch.
Check your sync settings. If all music is set to sync it should work out.
Another possibility is that they haven't been downloaded yet. In that case a small cloud should be next to the songs in your library. When you click it, they're downloaded.