how do i get started

how do i get play through i can get nothing at all i need to know how to go about setting the preference up
its doing my nut in HELP!

You could look in the Audacity wiki (link at top of page), or you could post a specific question in the appropriate part of the forum. Without knowing anything about your set up (not even what operating system you are using, or which version of Audacity), I can’t really help. I suggest you look at the Audacity wiki first - most of the answers are in there, but if you get stuck, please post again (with a bit more information, and on the board that relates to your version of Audacity and operating system).