The way this works (on a Mac) you have two choices.
1) Click on the song title (i.e. "Opus 01") and it will play that song. After the song is over, use the "back" button on your browser to return to this index.
2) Control-Click to give yourself a bunch of other options, including "Download Linked File" which will put the song on your computer for free. You can then search for it using your Finder and open it using your iTunes.
Opus 01