You can't drag & drop individual files onto the rhythmbox Library window to add them to the library, you have to "import folder".
You can drag them to the Library source. Supporting drag and drop to the main treeview along with its own internal drag and drop isn't really possible still AFAIK. I need to file a GTK+ bug since I can't find one, but here's the rb one: http://bugzilla.gnome.org/show_bug.cgi?id=139646