Is it possible to add multiple media or an entire directory of media to a playlist?
You can multi-select tracks, albums or artists.
Just hold down the CTRL key and then click on the item to ‘select’ them.
You can also use Shift-click on the first and the last item of a list to select all items in between these as well.
Then you can add these to a playlist at once.
Plex doesn’t show the folder of a media item.
as per Otto’s description. However you can also simply use the “add to playlist” button from most of the library views and add entire collections or everything visible based on the current filtering to a playlist.