Click on MP3 to listen to the music through the browser in Quicktime.
Or, right click (Control+Click on a Mac) on MP3 and select Download Linked File on a Mac or Save Target As... on a PC which will allow you to download the mp3 clip to your computer.
Then play the mp3 through your preferred music player that is on your computer.
To Listen to the music:
Simply press the right-facing triangle in the sound control bar that sits below each piece's title.