Note: creating a playlist is not mandatory - you can use a movie on its own. Playlists were added so that several movies can be played as one.
To create a new playlist, click the button at the top of the Project Tree window, or right-click the root of the playlist tree, "Playlists":

A window will pop up:

Name - the name of the playlist.
Group - the same as for a movie.
Autorename - automatically use the name of the playlist as the name of the group.
Related topics: