Perhaps see these support links to get you started, start with adding a music library to your Sonos System and create a playlist from the imported tracks. Note your computer must be powered on and connected to the LAN subnet to play the tracks/playlists (obviously)…

https://support.sonos.com/en-us/article/add-your-music-library-to-sonos

https://support.sonos.com/en-us/article/imported-playlists-missing-from-the-sonos-music-library

Sonos support many kinds of playlists. There are Imported Playlists (as Ken desceibes above), Sonos Playlists, and music service playlists.

For Sonos Playlists:

• Add your items to the Queue, then click “Save Queue” which will turn that into a Sonos playlist.

Sonos Playlists are only available through the SONOS system. External playlists might be available (depending on the service) to play through phone/pad/PC at arbitrary locations.