How to add the U2 album to my iPod?
From iPhone/Pod...

Open 'Music' Click 'Songs'
At the top you then see a link to 'Store'

Once in the iTunes Store click 'More' at the bottom.
Then... Purchased > Music, scroll to U2
Next to Songs of Innocence, click the Cloud icon, it should change to Downloading

From iTunes...

Click iTunes Store
Once in the store, click the Home if you're not already there.
To the right, under Quick Links click Purchased, then Not in my Library.

Then same procedure as above, look for the Cloud icon [I already got mine so I can't repeat the steps exactly.]