You can add songs to a dynamic playlist individually, I think Tony already explained that. How you locate those songs is up to you - searching my artist, title, album, etc - you can scroll through your entire track list if you want!
If you want to understand how this works it might be helpful to download the user guide, which is available in the support section of the web site. There are a few new features that aren't in there, though, such as "Listen to more songs by this artist" and real time shuffle.
Rob