Click or tap +New and choose a name to be associated with the PlayList. Use the Search box to Search for the song(s) to add to the new list. Click or tap the songs you wish to add and a checkmark appears (tap again to uncheck). When you’ve checked all the songs to add to the list, Click or tap the Done button.
You can also ‘Favorite’ (Thumbs Up) any currently playing track to add it to your default Favorites list; this works on BroadCasts as well as Stations. You can even Scroll Back in your Song History to Favorite recently played tracks.