By default, the HTC Touch Pro 2's music library will only add music on the device to the library. Of course, it would be nice to be able to add and play music from a storage card, since the device's internal storage is relatively small. Unfortunately, there isn't an easy configuration option or setting to add music from a storage card to the music library; however, there is a registry value you can modify.
If you don't already have a preferred registry editor, I successfully used the "Smartphone 2002,2003 (ARM/PXA)" version of PHM Registry Editor. I used it to navigate to HKEY_LOCAL_MACHINE\Software\HTC\HTCAlbum\Ignored, clicked the "Values" button on the bottom left, modified the path under "Music Gizmo1" to \Storage Card\Music, loaded music onto the storage card, and rebooted the device.