VLC Media Player is the recommended player
If the files are being downloaded, instead of being automatically played, here are the steps to rectify this. Pretty similar in most common browsers.
Chrome
Problem: The file does not automatically play after you click on it.
Resolution: When you click on the Play button on the left side, you should see a popup saying playlist, usually followed by a number in brackets. When this flashes on the screen, right-click on it and choose to play the file when opened. Remember to do so quickly as it will disappear in a second. If you miss it, click on the Play button again and retry. You do this only once, and once you go through this exercise, you should be able to hear the songs play, instead of being downloaded every time.
Firefox
This is what I see when I click on the green triangle button on the left hand side (Image 1)
Then, I RIGHT-click on the playlist file (Image 2)
Click on Always open similar files so that it will place a check mark next to it
You need to do this only once, the very first time.
You can also use RealPlayer to play these files though it is totally outdated.
Now if you might be using another browser or have any other problems, please contact me.You can also email me at: musicollector at gmail dot com
Brave
Don't even bother with it! The browser doesn't even offer an option to play files, instead the default action is to download them. The above two browsers would be your best bet.