Jim had it correct when he said:
You can't play the files from the phone to your PC by using Gizmo
However, I think he might have confused you towards the end. The latter part I think he is referring to using Gizmo as a remote to stream to your Server PC or another Client PC (which it reads like you already figured out how to do).
To play the Files that are stored on your phone, you can connect you phone to your PC and transfer them as Jim suggested. Then they are Imported into your MC Library.
Or...you can download an app like BubbleUPnP that acts as a Digital Media Server (something that Gizmo does not do). In Bubble UPnP, you will set your Renderer to any of your Zones in MC (they will all appear automatically on Network), and you set your Library to Local Media Server. Tap the Library tab at the bottom of your screen, and it will show you all the Media Files stored on your phone to select from.
If you go to your PC and look at MC Playing Now -> Overview, you will see your phone/BubbleUPnP show up as a new Zone since it is also a Digital Media Render. You can then control what you are playing both from your phone and from the PC.
And I agree, making Gizmo both a DMS and a DMR would be a very cool feature.