Winamp is an alternative media player that you can use in addition to the usual players that come with your operating systems. Winamp is very easy to use and has a clear interface for easier navigation. Multimedia files can be played either one at a time or serially using playlists.
Steps
Part 1 of 2: Get Winamp

Step 1. Download the Winamp installer
You can get the installer from www.winamp.com. Just choose the platform that is running on your computer (Windows or Mac) and download it.

Step 2. Install Winamp
Double-click the downloaded installer to begin the installation process.

Step 3. Start Winamp
Just double click on the program's shortcut icon from the desktop.
Part 2 of 2: Creating a Playlist

Step 1. Create a new playlist
Right click on "Playlist" in the Media Library panel found on the left side of the window. Select "New Playlist" from the submenu.
You can also create a playlist by clicking the "Library" button at the bottom of the panel and selecting "New Playlist" from the pop-up menu

Step 2. Name your playlist
Enter the name of the playlist in the pop-up window.
Click "OK" to create the playlist

Step 3. Add media files to your playlist
Click on "Local Library" in the Menu panel, select the files you want to add and drag them from the Local Library to the playlist you made.
Another way to add multimedia files is by clicking on the playlist you made and clicking the "+" button at the bottom of the main panel (the one in the center). From the drop-down menu, select whether you want to add a file, an entire directory, or a URL (website address) for your playlist

Step 4. Play your multimedia files
Double click on the playlist you created and start playing your media files in your playlist.