I just tested and was able to drag-and-drop into the playlist node, and also able to play a WPL playlist from Windows Explorer (this loads it in the Now Playing List, and you can save it as a library playlist from there). It didn't scan in, though.
Have you selected WPL as one of the associated file types in Preferences?
@Steven, is there a reason WPL isn't included in the scanned file types under Rescan/Add Files?