Drag and drop a bunch of mp3 files onto the AMP.EXE Icon and they will show up in the displayed listbox. Click Add to playlist and you can browse for the files to add and Multi select them to add.

If you like the playlist as shown you can Save the playlist, or load another playlist you created with the load button. You can also just double click a playlist file and if you have the associations set to point at this program it will load and start running the list. The default for the program will run through the displayed playlist sequentially from the first to the last then stop. Or you can turn on the repeat and it will restart when all have played. Or click shuffle too and it will play them in random order. Sure Media player can do this all also. But not this easy.