The image below shows the Angels recording, which has been selected from the recordings in iTunes. Once you have downloaded your purchase from the store, and unzipped it (depending on your setting this might be done automatically or by clicking on the zip file), then added the MP3 folder into your iTunes Library (click here for help with Adding to Library in iTunes), you will see it in My Music, as shown below.
The example below shows the selected recording and all of the track choices. Click on the track to select it. Press the play icon on the control panel at the top to play.