Just like you can insert Galleries into your posts using images in your Media Library you can also insert audio and video playlists.  To do this first go to “Add Media”.  On the side you will see your playlist options.  Let’s make an “Audio Playlist”.  Clicking this will bring up all of your audio files.  Select the ones you want and click “Create New Playlist”.  From here you can rename your files and reorder them however you wish.  You can also select what information your readers can see, such as the “Tracklist” or “Artist Name”.  Once you are done click “Insert Audio Playlist”.

Making a video playlist is exactly the same as making an audio playlist.  Just select “Video Playlist” after you click “Add Media”.  If you want your audio or videos to have a specific image thumbnail you will need to go into the “Media Library” and set a “Featured Image” for each item.