This article explains how to create a playlist in Windows Media Player 11, which was included with Windows Vista and Windows Server 2008. It is available for Windows XP and XP x64 Edition. It was replaced by Windows Media Player 12, which is available for Windows versions 7, 8, and 10.
How to Add Music to Windows Media Player – Complete Guide
To create a new playlist in Windows Media Player 11 (the process is virtually the same in WMP 12 or later):
Select the Library tab at the top of the screen (if it isn't already) to open the Library menu.
Select Create Playlist from the left pane. You may need to select the plus (+) icon to open this menu if it is not visible.