In order to use Analyze to clean your collection, you must first turn on "Create Playlists" in Preferences.
Once "Create Playlists" is turned on, then go ahead and "Analyze" your collection. Go to the "Analyze" sub-tab within the Clean Tab.
Analyze will take a relatively quick pass and look for what we think of as the "dirtiest of the dirty". These are the songs that missing key fields or have common errors like "Track 01". After Analyze gives you back your results, you will notice some new playlists within iTunes, named by a date/time stamp, within a folder named "TuneUp: Dirty".
Now you can drag and drop that playlist onto TuneUp while the "Clean" tab is selected, and the cleaning process will begin.
If you are using TuneUp with Windows Media Player (WMP), you must select the desired songs in WMP, right-click the selection, and use the "Send To" option in the menu. This will have the same effect as dragging and dropping in iTunes.