In WMP11, click the arrow at the bottom of the Library button - you'll find the means to add playlists etc.
It's worth reading the subject up in the Help file which, like all MS help files, is both comprehensive and well written.
What is ransomware and how do I protect my PC from WannaCry?
What I learned from my mentor, Oscar-winning VFX supervisor Phil Tippett
Siri vs Google Assistant
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