No. You need to select music or videos you wish to share from within the Lumia Play to app..
- How can I transfer music to my Lumia phone?
- Windows Phone app for Mac will not sync music on my Lumia phone. What should I do?
- What type of data can I transfer from my old phone to my new Lumia Windows Phone 8?
- How can I transfer my contacts, messages, calendar entries or photos to my Lumia?
- I have forgotten Wallet PIN on my Lumia phone