As far as I am aware, this can only be done on the desktop or mobile app. The web player is not equipped with all the social functions such as your friend list, following info etc. I highly recommend installing the app - if you're able to - in order to enjoy the full set of options.
I've used the desktop app but quit using it because it causes unacceptable lag spikes to my internet connection. I haven't had any luck finding a network limiter for today's version of MacOS. Let me know if you can recommend something for that.