Not wanting to single you out - It is probably a failure more about how Picard is advertised/perceived then anything else (you were not to know any better) but that screenshot shows probably most of the problems people have using Picard.
Loading too many tracks. Picard will likely crash.
If it doesn;t you will have to move thousands of tracks around by hand and in a list of tens of thousands of albums it will be a nightmare.
Your tracks seem to be in dozens of different albums. ARe these correct? You have 1 or 2 tracks per albums shown?
If you have reasonable tags
Get a smaller selection of files (like you say maybe the A's or 1 artist of something)
This will attempt to but the selected files into logical releases based on your existing tags.
Then highlighting the clusters folder hit
This will match based on the cluster and tags.
Have a look what happen on the right side.
Drag and files from one release to another (or from the left side) to get the correct matches.
For the remaining unmatched files try hitting "Scan" that will try and look at the "audio fingerprint" and match it to the database.
Not always perfect (as it is too easy for people to submit audio fingerprints that are wrong)