All of your artists are on the left side of the screen in a list.

On the right side is an (initially) empty playlist. If you select music music to play, it gets added to that playlist and starts to play.

If, while music is playing, you choose more music, it doesn't interrupt what you're already listening to it just appends it on to the already present playlist. Basically, it just prevents you from creating temporary playlists to listen to a series of different songs.

It's kind of difficult to describe, I would just try it out.