To switch to the Player mode from any other mode, use the View > Player menu option.  Once in Player mode use the player/recording buttons to play the songs.

Click on the Play button to play the song one time.

Click on the Loop button to play the song continuously.

All melody notes and chords are initially created with a default rhythmic value of a quarter note.  So until the correct rhythmic value for notes and rests is set using the various features of the Player Mode, songs will play without rhythm.

Click on the Stop button to stop playing.

See Working with The Player for details on how to enter the rhythmic values of both notes and rests.

See The Best Way to Enter Full Songs for how to easily work with the Chord, Melody and Player modes to enter songs from lead sheet music or fake books.

You might as well load the four songs included with the program to hear how they sound.  These are installed with the program in the songs directory.

While you are at it, check the effect of the and buttons of the tempo controls:

In addition to playing songs one time or continuously, you can also play all the songs in a directory.  See Playing Multiple Songs.