Change speed while audio is playing

I really want to know how to change the speed of a song in audacity while the audio is still playing like in this video the owner of the video was trying to help me but I didn’t get it so please tell me how to change speed while it still plays’.

In Audacity version 2.2.1, use “Scrubbing” rather than the normal “Play”. See:
If you’ve not got Audacity 2.2.1, you can get it here: