or you can add them manually using import/export
I always find this the easier option.
add them like so:
([Genre]=[Alternative],[Blues],[Folk] or [Sub Genre]=[Alternative],[Blues],[Folk])
There are clickable widgets on the sides of the search terms in the wizard box that allow an OR operation
These are invisible, but when you're over the target, the cursor becomes a 'clicky hand', as shown in the attached image.