Thanks for trying it! Leaving some tips here for anyone else experiencing issues, or if you give it another go.
Some have reported issues with the launch audio settings. Click "Synulation" on the main menu, and scroll down to press the "Reset Audio" button.
Preset 1 (F1 key) is supposed to automatically play by default. F5 and F6 are other auto-play options. Did you try any of the presets?
The checkbox "Always Play Fundamental" controls whether a note is played automatically. When that's off, pitches are only activated with the keyboard or controller while menus are hidden.