I don't have this player, but I can tell you the general procedures for rockbox.
How do you create a playlist and add a file to a playlist? I tried to long press the play button but it didn't work.
To create a new playlist:
1. Find a song that you want to include in the playlist using either the file browser or the database.
2. Hold down the select (middle) button to open the context menu.
3. Select 'Playlist Catalog', 'Add to New Playlist'.
4. Type in a name for the playlist (before '.m3u8') and save it (probably by holding down the select button).
To add a file to a playlist:
Follow steps 1-2 as above
3. Select 'Playlist Catalog', 'Add to Playlist',<name of playlist>.
Also how do I play all files? The files in a folder plays separately from the rest.
Go to 'Settings', 'General Settings', 'Playlists', 'Recursively Insert Directories'.