There are two very easy ways
Just hover one file with your mouse and wait for the quickinfo. There is one line which tells you what playlists the file belongs to.
Use the action window (lower left)! In there select "Tag". In this window there should be a list for the file(s) you selected. If there is none, just click the icon at the upper left of the action window and select "Also show -> Playlists" and it will be there! If you hit the field where the playlists are listed, you can easyly manage, to which one a file belongs (this is one of MCs features I like best!!).
