Creating Playlists on a Mac using Djay 4.2.3

I previously used Djay2 on my ipad where I could connect my device to itunes, create lots of playlists and drop music in the different playlists.

I tried creating playlists in itunes, drop my music in that particular playlist but when I delete the songs under “music” in itunes, all the songs in the playlist disappear.

How do I do this on a macbook using Djay4.2.3?

Please see picture for example

Urgent help, advise and guidance needed.

Thanking you all in advance!