@mufasa has already typed out a step list in another thread. However, I would begin clean to not make things more complicated.
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Put the Prime4 in controller/pc mode. See Utility menu.
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Prepare the SSD. See: [HOW TO] Install, Prepare and Load Music onto PRIME 4’s Internal SATA Drive
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Copy music to SSD, just like you would do with an external usb drive.
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Open Engine Prime and start making collections and crates with the external SSD as source drive.
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Powercycle the Prime4 when you’re all done. The unit will see the music you prepared in step 4.
For more info on Prime4, do some reading: https://www.denondj.com/getting-started-with-prime-4