The in-app piano volume must be enabled in order to hear the Piano Demo. Go to Edit - User Settings - Volume. Make sure the Piano volume is turned up. If it is not, then you will not hear the Piano Demo.
First, highlight one or both hands. The area around the hand will be shaded blue.
Next, press the Play button. The scroll bar will highlight the correct piano key on the on-screen keyboard.
Please note, if you use the Piano Demo feature to just listen to the sheet music, you will not receive a score at the end of the segment.