To favorite or add to My Collection on your desktop, click on the heart next to the title, name, and album list on the display.
To favorite or add a track or video to My Collection on your desktop, you can drag the track over to add it automatically. To add an entire album or artist to My Collection, just go to their page then click on the heart. For each album, just click on the album and add it from there. All hearted artists, albums, and tracks will appear under My Collection. If you choose to deselect a track, you must click away from the page and then click back on My Collection for it to disappear from the list.