@mirjam : You don’t need any plugin to enable or add the Sticky Playlist section.
To use Sticky Playlist you will need to first create a playlist.
Create a Page => Add New Block => Classic Block => Add Media => Create Audio Playlist => Select your audio files and Click on Create a New Playlist and Update the page.
Then,
Go to => Appearance => Customize => Theme Options => Sticky Playlist => Enable the section => Select the page where you created the Playlist earlier and Publish.
Let me know if you are still having issues setting up sticky playlist.
Regards,
Tikaram