There are several ways to accomplish what you're after I think.
A. You can drag and drop any file onto a playlist any time you want. Just have the playlist tree open in the Left Navigation area so you can see the name of your playlist. Then drag a file over the name of the playlist and it gets added to it.
B. You can edit playlists in the action window: <right click on playlist> Edit playlist in action window. Now you'll be able to see the playlist contents in the action window at the lower left and you can drag and drop songs into it.
C. This is probably the one you want. You can send any song to a playlist with the right click menu: <right click> Send To > Playlist > (choose playlist here) . Here's the cool thing: After you do that process one time, the playlist you just selected now becomes a shortcut at the very top of the right click menu. So you can easily send more songs to that same playlist with: <right click> (click name of playlist at top of menu).
The number of shortcuts that get displayed at the top of the right click menu is configurable in the Options dialog, so you can have more recent commands and playlists displayed there.
Brian.