@Dpreardon I moved your post over to this existing thread: Add Artists to My Collection with Pandora Premium
To clarify, an artist will only get added to your collection if you collect an album or track by them.
It sounds like you are attempting to set up either a station or playlist for each artist you are planning to see in concert.
If this is the case, you do have a couple of options:
Create individual stations for each artist, and then switch to Artist Only mode - switching to that mode will only play tracks by the artist you have seeded your station with.
Check out this help article for the full details on Pandora Modes and how to use it.
Create separate playlists for each artist, where you manually add specific songs/albums that you want to listen to.
Check out this thread for instructions on how to create customized playlists.
Hope this helps!
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