The only way to add media items to a play list is by clicking the play list button next to the media item either on the item list or detail page. YouTube and Vimeo meida items can not be added to any play lists because they have their own players and do not play through the play list player.
As far as your users knowing how to use it, you'll have to tell them or let them know that button is available to them.
updated by @douglas: 12/07/13 11:24:07AM
The image is not shown in the modules/jrBlog/templates/item_list.tpl file on purpose. If you want to add it in, you can, but that is how it is suppose to be by default.