There's no manual because I'm constantly changing it, quite often with some major back-end changes and more recently I'm looking at heavy GUI changes.
You can import WinAMP playlists, and the best way of doing this is to use the 'Watch Folder' functionality. Unlike importing, watch folders deep scans the selected folder and imports any WinAMP or Media Player playlists. (Importing only imports files, and auto-assigns playlists using the ID3 tag info)
To add a watch folder, right click on 'Local Disks' and choose 'Add Watch Folder'. Then select the folder you want to deep scan and the rest will be done for you. Well, assuming there are no bugs in that functionality anyway - I haven't tested it since it was originally written a long time ago.
Whatever you do though, be careful NOT to use any 'Delete' functionality. I know there are problems with the options screen persistence of the 'delete setting' and I'd hate anyone to lose files as a result. If you need to remove a playlist for some reason, then simply locate the PBX file associated with the playlist (it will have the same name on non-DMS disks) and delete that.
If you run into any problems, feel free to report them