Hi Ymnegm,

Yes, you can create a playlist.
You can transfer and play playlists created with software such as Music Centre for PC. You can find information on creating a playlist in the software help.
1-Select the [Playlists] option in the "Main page" menu.
2-Select the desired playlist and the desired track.
You can find more information on our support page.

Sony Europe

Yes, of course!

Yes Playback list (playlist) is available in the menu