With the "Prime Music" tab selected, choose a soundtrack. In this example I've picked "Thunderstorm" from the "Nature Sounds for Sleep" album.

You should get a confirmation that the song has been added to your cloud library.

From the Playlists tab, Click on "Create new playlist". You can see that I already have two sleep playlists already created.

A dialog box will be presented to name your playlist. In this example, we want to call this "Thunderstorm Sleep"

On the next screen you will be prompted to add a song to your playlist. Scroll down the list of songs in your cloud library until you get to "T" and pick "Thunder Storm" by clicking on the Plus "+" sign and then clicking on "done"

Your newly added playlist should appear as in the example above.

When you want to go to sleep for the night, tell Alexa to play your playlist in a continuuous loop.

"Alexa, play playlist Thunderstorm Sleep"

Alexa should confirm it is going to play the playlist.

"Alexa, loop."

Alexa should confirm it is entering loop mode.

To adjust the volume, you can say "Volume level" and then a number from 1 to 10. I like volume level 3 or 4 for sleep noises.