To download a YouTube playlist, follow these steps:
1. Switch to the browser mode by selecting Window → Browser in the main menu.
2. Open the required YouTube account and switch to the Playlists tab:
3. Click a playlist and wait for it to get parsed.
4. Choose the formats to save the files to and click Download all.
By default all your files are saved under Downloads. This can be changed on the General tab in Preferences.
See also: How to Download YouTube Videos