I'm not sure what you mean by mixes, but I'm guessing you mean a specifically selected list of files you want to hear in that specific order. If that's the case...
Create a new playlist (right-click on 'playlist' in the tree, and select 'add playlist' (F8), then name it whatever you want. Now, either you can just right-click on a song and navigate send to...playlist...(your new playlist). Do this for every song you want in your playlist. You can either add them in order, or just add them, then view the playlist and drag/drop them to put them in the order you want (then right-click in the playlist and select 'update order'.)
Or you can create a smart list to find the songs for you. Once you have the smartlist doing the right thing (takes a bit of tweaking usually), you can right-click on the smartlist and navigate the same way (send to, playlist, yours).
Finally, there are many preset playlists that come with MC, which you can use also.
Hope this helps.