Open the song, tap Share at the top right, and choose Add to Playlist. Or tap the three dots beside a title in the song list. On Mac and Windows, drag the song from the library onto the playlist's name in the sidebar.
To add several songs at once, open the playlist. On iPhone and iPad tap + then From Library. On Android open the overflow menu beside the search box and choose Add from library.
Remove takes a song out of this playlist only, and it stays in your library and in any other playlist. Move to Trash takes it out of your library entirely, which also removes it from every playlist it appears in. Both sit on the three-dot menu, or the right-click menu on Mac and Windows.
For more, see Organize your songs into playlists on the iReal Pro website.