Yes, you can create and edit playlists in MC20 using JRemote.
To create a new playlist: Find the song you want to play first. Tap and hold that song until the context menu pops up. At the bottom of this menu is the "Clear Playlist" command. This will make a new blank playlist for you. Then tap and hold on each song you want to add. In the context menu, select "Add to playlist". Once you add one item, it will start playing. Add as many items as you like.
To save that playlist, tap on the bottom ribbon which shows what is now playing. In that screen, look in the top right hand corner for an icon that looks like a stack of paper with a music note on it. Tap that to get to your playlist. At the bottom of the screen is the "Action" button, which is where you can save the playlist. Next to the "Action" button is the "Edit" button, where you can delete or reorder songs in your playlist.
The "Action" button is also where you load playlists, delete them, etc.
Hope that helps!