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
