There is no music player, you need to make one with blueprints. Make blueprint with audio component and from there you can build logic, start the music on BeginPlay and on audio finished event of audio component do a music switch logic whatever you like it to make. Shuffle+ReapeatAll you could achive by making array of all songs and then shuffle that array. I recommand you to leave array empty in blueprint and set the array on the level it self in property menu, so you can easily reuse this music player.
Put the music player on you menu level, set up playlist array and you ready to go