To add music tracks to your newly created playlist, you first need to click on the music icon – this is situated near the top left of the screen under the heading - library. You should now see a list of the entire contents of your iTunes music library.
You can drag-and-drop each file from the main screen in turn to your new playlist. Alternatively, while holding down the [CTRL key], click on multiple tracks; once you have completed your selection, release the [CTRL key] and drag them all over at the same time.
While dragging files over using the two methods above, you will see a + sign appear by your mouse pointer indicating that you can drop them into your playlist.