You won't be able to listen to them before you download i'm afraid as basically you're just downloading off other people like yourself who are sharing their mp3s so no previews are available. To download a track you'll need to either search for it using the search engine function or browse other users' files by right clicking on their name. To download a file just double-click the one you want to get and it'll then appear in your transfer window.
Best thing to do for more info on this program is read the FAQ which you can find in the Help menu on the prog.