I investigated this and it's a little different to my usual player.

I had to add the files to my Media Library first.

I created a Playlist then right-clicked it in the left panel, (where all the playlist are shown), choose Edit Playlist.

This opened a window showing all the tracks for that playlist in the right panel.

At the top left there is a a bar titled 'View Medial Library by' with a dropdown to show the files in your media library.

It added the file I chose automatically, you can delete or add from this window

Hope that helps

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~Kath~
Always judge a person by the way they treat someone who can be of no possible use to them