There are two ways to get your playlists onto your Windows 10 Mobile device.
Make your playlists using the Groove app on your PC. They’ll automatically show up in Groove on your Windows 10 Mobile device.
Connect your Windows 10 Mobile device to your PC and manually add the files for your playlists to the Music folder on your device. You might need to sync the actual songs for your playlists, too.
If you have a Groove Music Pass, songs in the Groove catalog can be streamed wherever you sign in to Groove: on a PC, phone, tablet, or Xbox.
If you don’t have a music pass, store your songs in your Music folder on OneDrive. You can stream or download them wherever you want to listen.