If you have a playlist you'd like to save, you can do so by pressing the save icon in the playlist toolbar. You can also save a playlist using the File->Save Playlist menu item.
You can load playlist either using the load icon in the playlist toolbar, the File->Load Playlist menu option, or by dragging and dropping a playlist into the playlist window from Windows Explorer. The first two options append the playlist to the end of any pre-existing playlist items, while the drag-and-drop allows you to insert a playlist anywhere within the existing playlist items.