The answer from EE support
The answer from EE support:
I was not able to locate where the play lists are stored for the Android music player but it will recognize play lists created in the m3u format. If you create an .m3u play list in an application such as WinAmp and open the .m3u file in notepad you can see the format is quite simple. You can use local file references when creating the play list so if you locate the play list in the same folder as the music files, it will just be a listing of the music files.
When music player browses for audio content on the eDGe it will also locate .m3u files and they will be shown under play lists.