Linux has many applications that will play music files. Have a look on your system for any of these:
Amarok, Xmms, Vlc, Kaffine RealPlayer. This is by no means a complete list. If you can not find any of these, ( look under Sound and Video ) in the menu structure, you can always pick one and install it.
Amarok is now part of KDE. Xmms will run on any system. Vlc and Kaffine will play music, and video files.
Open what ever application you have, look at the top line, Click on File, then look for Open. Select a music file. If everything is installed, it will play.