How to use samples

Not sure what's included in the demo version, but you can use a sampler like Dropzone. Drop a wav into dropzone, click on the step sequencer at the top right of the dropzone window and you're off.

You need an audio track to hear the output from a synth. If you're using midi, to get started with softsynths, I would use Instrument tracks,  combined audio and midi tracks - when you insert a synth you should get the Insert Soft Synth Options box, check Simple Instrument Track. If you don't get this box, click on the Insert Synth Options button at the top of the synth rack (which is one of the tabs in the browser). When you get the option box, you can check Ask every time,

Simon