Assuming that the player is started , you should now build a collection. Activate the Collection Browser task and click on the Rescan Collection button. This should discover all your songs located on your SD Card. When the rescan process is finished, you can browse the collection and add tracks to the playlist.
You can add tracks to the playlist by clicking on individual tracks. However, using the gestures is far more faster - you can add multiple tracks, albums, artists with one gesture.