Hosts can choose to share their playlist. When they do, it should appear blue and renamed in your session. Like this:

You can click the playlist's name (in this case, "90s") to open the tab in your browser.

If it just says "Currently Playing", then the host has not shared their playlist.

In these cases, you can always politely ask the host for it in the Chat tab.

If you want to go back and find playlists from sessions you've attended previously, visit your My Sessions link and click on Completed Sessions, scroll down and you will see the saved playlist links from your completed sessions.