Hi.  Which app are you using?  What is the source of the music?

You don’t usually get options just by touching the track name, although a deliberate long press would do that.

Does the link look active or is it greyed out?

A screenshot would probably help us.

I was using Pandora.  When I switched to Amazon Music, it worked.  So, I assume not all apps work for this??

Pandora isn’t a stream on demand jukebox type service, so no, you cannot use it for playlists.