If you go to the Setlists tab, long press a Setlist to select it, tap the three dots at the top right and then tap "Generate Song List", that will create a list of songs from the setlist. You can do this with collections as well. You can control the formatting under Settings->Library Settings->Generate Song List Format, which lets you include additional fields if desired. Is that all you are looking for? Or are you wanting to know how to create a setlist and add songs to it?
Mike
Mike