To the Left of the Search Bar change the category from Models to Audio instead.
Preview songs by hovering over the Audio Icon and pressing the small Grey Play Button.
When you have chosen a song you like Double–click it and it will be added to your Explorer Window. Only choose 1 song.
Troubleshooting: If you can’t Preview the song or hear it, try going into Play Testing and find your Settings. The settings is located in the top left corner of the Playtesting window it looks like a (Grey Roblox Square). From here, turn the Volume Up and try to Preview the song again.