There's no way to play them in iTunes without adding to the library. However, you don't have to let iTunes manage where you keep those files. Just uncheck these boxes:
You can also keep all those files in a separate playlist, to better manage them, and you can change the Media Kind to something other than Music, so they won't show up in your Music listings. You can also set "Skip when shuffling:" to Yes, so they won't be played when shuffling songs.