Songs are opened by double-clicking their titles in the library. You can also open songs from other windows (such as the playlist or Find Songs dialog) the same way.
In the playlist, if the Projection display is showing, double-clicking a song will project it instead, and in this case, right-clicking on a song title will show a context menu with other available actions.
It is also possible to open a song from the Windows Explorer by double-clicking on its icon. When you do this, the program will start and load the current database, and if that song is part of the database, it will be opened immediately.