You may preview a song by clicking on its row in the song list. If you have downloaded the piece, a preview of the first page will appear on the right. In this preview window, click the green "Open" button and a new window will load with your selected song.
If you have not downloaded a piece, a sample will show in the Viewer window, and the green "Download" button will allow you to download the full piece and open it in one step.
The song Viewer window also contains a white circle button with a square in the center. If you hit this button the song will open in full screen mode. You may also preview additional transpositions if they are available for the piece you are viewing. By default, the key your arrangement will be shown in will be the original published key. Simply click the transposition button to select from the other available keys.
For more specific info on using the transposing functionality, please refer to Transposing a Piece. For more specific info on what to do after opening a piece in its own window, please refer to Viewing Your Purchased Sheet Music.