When you select the SystemVerilog option on EDA Playground, two files are compiled: testbench.sv and design.sv. If you want any other files compiled, then you need to use `include. For example, in https://www.edaplayground.com/x/296, you'll see that my_testbench_pkg.svh is included at the top of testbench.sv
`include "my_testbench_pkg.svh"
and my_sequence.svh and my_driver.svh are included at the top of my_testbench_pkg.svh:
`include "my_sequence.svh"
`include "my_driver.svh"
This is inconsistent with VHDL on EDA Playground, where all tabs are automatically compiled. However, I cannot think of an easy way to change this, because if I made it so that all tabs were compiled with SystemVerilog it would not be backwards-compatible with older playgrounds that used `include.