Your previous media player supports exporting your library and or your playlists? You are lucky, as Nightingale can import a bunch of playlist formats. Importing a playlist will also add the tracks in it to your library.
Export your library and playlists from your old media player. the formats Nightingale supports include .m3u, .m3u8 and .pls.
Click File → Import a Playlist… and select the playlist file. If you have multiple files, repeat this step for each file. the imported playlist should now appear under the “Playlists” node in the servicebar.