There are several different ways to play a songs.

The 'Object' Menu

The most basic way to play an object is to select it, then select one of the 'Play' or 'Add' options in the object menu.

Dragging 'n' dropping

You can drag any object (song, artist, collection, favourite list, user etc) to the queue, or one of your button.

Draggin an object to the queue places the object, or the contets of the object if the object is not a song, on the queue, somplace near to where you dropped it.

Draggin it to a button applies the function on that button to the object, or the contents of the object if the object is not a song.

Useful buttons to have if you are the drag'n'drop type of person is Play/Random(1,10), Add/1, Add/-1 and Play / Kill

Context menus

Right-clicking on any object brings up the context menu, this is basically the 'Object' menu, selecting one of the 'Add' or 'Play' options will play the object (or it's contents, if it is not a song, but you probably figured that out by now)

Hot keys

It might be a good idea to bind keys to the more commonly used options in the object menu, such as '+' for add 1, and 'k' for kill or similar.

To define a hotkey, pop up the menu and, whihc holding the mouse over the alternative you want to bind a hot key to, press the desired key combination.

To save your hotkeys select File->Save Settings

Once a song has 0 or less points it is removed from the queue, so simply vote with negative points on the song.