If you have your iPhone set to Sync with iTunes, the playlists created on the phone should be copied back to your iTunes Library automatically, but note that if you left the Playlist as the default name created on the phone, it might get changed by iTunes, especially if the same list name is already in use in your Library.
If you are managing your phone by using Manually Manage then those playlists will not be automatically copied back. I assume (since I've never tried it) that you can drag the playlists from the phone into iTunes.