There are several ways to do this.
One way is with smart playlists. You can edit these from the “smart” tab on the web admin page. There is a wizard there to make basic playlists, or you can make more advanced playlists by directly editing the playlist data using the synax described here
Another way is with .m3u playlist files. These are files that contain a list of files to include in the playlist, one per row.
An example might be:
/share/hdd/data/public/mp3/Antiloop/Antiloop/01 Intro.mp3
/share/hdd/data/public/mp3/Antiloop/Antiloop/02 In My Mind.mp3
/share/hdd/data/public/mp3/Antiloop/Antiloop/03 Purpose In Life.mp3
— Ron