Re: hmm
I am also wondering the same... I just started getting some songs onto my phone. I have found out...
If you have the song on your phone, if you hit the menu (...) at the bottom right of the screen, you can "save as playlist". Enter the playlist name you want.
When you go back to "music" menu, you can scroll to 'playlists' (playlists, genres, artists, albums, songs) and see your newly created playlist there.
Hope that helps. I did this on the default green music and videos icon. It does not seem to work, no playlist making option, when you go to Nokia Music. Nokia Music, however will see the playlists you have already made.
Also - I guess it does not matter if your songs are in any folders or not? (I like to put them in folders, so I can find them more easily later).
(I am not sure if playlists save to desktop. I at least wanted playlists on my phone for now.)