Just take a look at your mt-daapd.conf file, it has a playlist entry which points to /etc/mt-daapd.playlist. Just include that line by removing the comment ‘#’ at the beginning, then edit the mt-daapd.playlist file, which already shows a few examples.
There’s more info in both the mt-daapd.conf and the mt-daapd.playlist files as well, you just have to look.