oh you mean Previewing. With that process, you can only preview as much as you have downloaded. eg: Downloaded 10% of song, so can only preview anywhere up to 10% of length of song.

Else, if you mean playing from your shared files, go to Library window, press on your shared folder or whichever ones you have with files inside. Select one, press Launch. Else you can send selected songs to the playlist via the Enqueue button.

Sorry if I am a little confused about your problem.