In the player hit the Library button. You’ll see all your songs in the central pane. Swipe, or click and drag them to the right to build a playlist.
You can drag and drop songs to re-order the list.
You can hit the play button on the red highlighted song or double click to load a different song.
If you want to save your playlist select the SAVE PLAY LIST button at the bottom right. Playlists can be named here and will appear in the left hand column.
Load, re-name or delete any playlist with a long press or click and hold on the playlist name itself.