Picard won't load a track based on its fingerprint, if it does not appear on any release. It should.

Example recordings:
http://musicbrainz.org/recording/eeaaa7bc-0289-4f1c-ad15-fa0d1041c345
http://musicbrainz.org/recording/8b3abab1-c4af-4f6f-84b2-1c716d5477fc

Both are available from
http://blog.wfmu.org/freeform/2006/05/stairways_to_he.html

Both have acoustIDs associated with their fingerprints, but Picard will neither load the non-album tracks, nor move the files to the appropriate release if the non-album tracks have been loaded manually.