How can I automatically add music from a playlist into a folder?
You could use an AppleScript to copy the music to a specific folder. iTunes and the Finder both support AppleScript.

Use the included Script Editor.app in OS X to create your script. A starting point for your script is below:

tell application "iTunes"

    -- Get the recent purchases smart playlist
    set myPlaylistFiles to file tracks of playlist "Recent Purchases"

    -- With every local song/track
    repeat with i from 1 to number of items in myPlaylistFiles

        set localTrack to item i of myPlaylistFiles

        set myPathToTrack to location of localTrack

        -- Add copy to folder code here…        

    end repeat

end tell


Feel free to ask more questions about finishing this AppleScript.