You can play them in almost any player (Rhythmbox, Totem, etc). What you need, not provided off the CD, are the appropriate codecs. The easiest way to get them (and much more besides) is a little program called
EasyUbuntu. This will download and install the codecs, as well as other Multimedia software, drivers, VOIP software and so on, should you want them.
Using this, in a few minutes I not only had MP3s playing, but Kaffeine acting as a full-function DVD player, with better results and less trouble than I'd had doing it in SuSE.
Hope this helps,
Rob.