Yes! You can create a playlist by clicking on your username in the top right corner of the page after logging in and then clicking ‘My Playlists’. From there you’ll be able to create new playlists and manage the ones you’re subscribed to.
You can also create a playlist directly from a video page by clicking the ‘Playlists’ button under the video. From there you can select a playlist or create a new one. Please note that creating a playlist may not be an option on the site you’re subscribed to.