If you have typical *nix tools (i.e. you run Linux, Mac, or installed Cygwin on Windows) and assuming your dialogue files look like "popupchinese-elementary-your-phone-service-is-terminated-dialogue.mp3" (like they do on my system) and they are located in directory PopupChineseDirectory then you can make a playlist of all your downloaded dialogues with the following line of shell code:

ls PopupChineseDirectory | grep "gue.mp3$" > dialogue.m3u

Alternatively you can just open a text editor and manually add the files you want in a playlist, one per line, to a text file saving it with extension "m3u" to manually create a playlist.