Of course you are allowed to ask this kind of question. I'll try to answer it.
The mechanics of creating and using a playlist is simple enough. You use the Save playlist button on the Playlists tab of the My Collection tab of the VG application. (see screen shot) (Please note that I've got a Mac so what you see in Windows will be a little bit different. I'm also an English speaker so the terminology I'm using, like Enabled/Disabled, is what you see if the VG application is set to English.) Then you can use the Load Playlist button to make it active.
A broader question is how does this work and what does it do? A playlist is a record of the Enabled/Disabled status and Favorite/Not favorite status of every card you owned at the time the playlist was created. If you've purchased cards since you created a playlist, those cards will be assumed (I think) to be Disabled and Not favorite when the playlist is loaded.
For the purpose of using a playlist, only the Enabled/Disabled status matters. The VG application will automatically play only Enabled cards. It doesn't matter what cards you see in the My collection tab. To change the Enabled/Disabled status of a card you click on the green check mark icon below the currently selected card at the bottom left of the My collection tab. You can change the status of multiple cards by selecting more than one card first. This works well for a small collection. For a large collection you can use the filters to select a group of cards. See Add "solo" category to filters
http://www.virtuagirl.com/forumPost.php?foId=8&ftId=28683
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This is the best discussion of filters for the current version of the VG app.
Playlists work at the card level only. There is no way within the VG application to save a list of clips as a playlist. At an advanced membership level, it is possible to select or deselect clips, but the playlist file does not record this information. There are at least three free add-on applications that will create playlists at the clip level. All of them only work for Windows. All of them depend on the version of the VG application you are using. I believe the current Windows version now allows these third-party apps to work, but only if they have been properly modified.