Hi,
I’m sorry, but I think you have not understood how to use the plugin.
In the player’s settings is possible define the player to use (video or audio), select the skin, create the playlist, and define the other settings (display or not the playlist, autoplay, its dimensions, etc.).
After create the player, go to the page or post, where it will be inserted, and press the icon (the square blue with the arrow white) over the content’s editor, and select the player to insert.
The following screenshot displays the icon and insertion dialog:
https://ps.w.org/audio-and-video-player/assets/screenshot-3.jpg?rev=716716
This way to use the player has multiple ventages, for example, if you want to modify the player, you should edit it in only one place, and not in each page where was inserted.
Best regards.