Conor McPherson, the three-time Tony-nominated writer and director whose musical Girl From the North Country opens on Broadway March 5, sat in his Dublin house with dozens of Bob Dylan albums, inundated with the artists' 600-song discography. His task: write a musical. "Dylan gave us total freedom to use any of his songs," said McPherson in an interview with Broadway.com's Beth Stevens. "So, they sent all of hi…