Well, you do need a dedicated music player for that. Android comes with the ability to play music, but it doesn’t necessarily come with an actual music player which would give you playlists and better control over your music.
I’d get Pulsar music player, it is free, does probably everything you need it to do and I generally never had problems with it.
I don’t think there is any way of doing that with the files app, as it is a file browser not a music player.