In your Gutenberg editor, find the HTML5 Audio Playlist – Narrow block and insert, just like others block.

Settings/Configure
Select the block, you will see the settings option in the right sidebar. You can see there are 2 tabs for configure: Content and Settings.

Content
At first let you know that you can add or remove audios for playlist from the editor.
Select the and audio item and you can upload audio file change audio source, title and artist from content.

Settings
Switch to settings tab. From here you can show/hide download button, change player theme and set width of the player.
