So you mean selecting your whole collection and then playing (I guess at random) ?
Choose 'Tracks', select any track to kick off, then either leave them playing in that order or select shuffle (icon towards top of nStream interface).
That should do the trick.
Playlists was introduced into nStream fairly recently.
Firmware wil need to be updated if you aren't on the latest one.
Do a search in the Forum for Playlists in nStream for more info. It will tell you which firmware needs to be updated.
alternatively you could contact Naim Support for details of the update.
Hope this helps.