Playlist: Movies/TV show - Possible?

[Lars Christian Gamborg]

I wonder if its even possible to make a playlist with movies or tv episodes. I am a bit unsure where to start with this.
I tried using M3U. Does it even support adding video-files?

I quickly added a few paths video files. Jellyfin did see the playlist, but the paths itself were not recognized. So it might be the path is not correct.
Does it have to go straight to a specific file, or does it recognize files within a folder?

I am running Jellyfin on a QNAP. I am not even sure how a path should look like in this context.