Please follow below steps to add songs to Couch to 5k or 5k to 10k music playlist:

IOS Devices:
  1. Open app
  2. Click GO TO WORKOUT
  3. Click music signal at right bottom of screen
  4. Click Playlists 
  5. Go to desired folder to select desired music
  6. Press Done                                                                                                            
Android Devices:
  1. Create new playlist​​
    1. Go to app setting > Workout Option > Music Option > Playlist > Add
    2. Create desired playlist
  2. Add songs to existed playlist
    1. Go to app setting > Workout Option > Music Option > Playlist > Edit Playlist
    2. Select local songs to add to playlist