In the music section of the navigation bar on the left, click a part name, such as Alto.
Then click the title of a song to hear it.
You can save the file to your computer in the usual way for your operating system so that you can listen to the music offline.
However, you must process the file before you can burn it to a CD--MIDI files are tiny, and need to be expanded before a CD player can use them. For instructions, click the "Making CDs from MIDIs" link.
MP3 files can be saved, too, and they can be burned to a CD without further processing.