I am not totally clear about your description.

The playlist may well show up on the mac via iTunes. That's not really unusual.
If it picked up a playlist file that was saved via your pc's LW, then yes, mac LW could probably find the playlist file and open it.

Which library do you wish to transfer? The LW download library or the iTunes Music Library? Your question is a little vague.

I don't know about Mylo. I have never heard of it.