You absolutely can make a Playlist for VOD. This can be done under the 'Live' section by configuring a series of videos in a playlist that can be set to start at a scheduled time.
To create a playlist, go to the live section and select 'New Live Stream' then select Video Playlist in the drop down menu. Then you can configure your playlist including the order in which your videos play. Playlists are based on the content that you have uploaded in the Video on Demand section, and you can create a playlist under the 'Playlist Setup' section that is based on what you have uploaded already.
If you want to organize your VODs in the new Back Office, follow this walkthrough.