I didn’t find an option for immediately playing audio from a new cursor position when you click anywhere on the waveform. Is there such a thing? Because that’s the most intuitive way to play from a new position.
The online manual says “If you are already playing the track at another position, press S twice and playback will resume from your newly chosen cursor position.” Pressing S twice doesn’t even do anything.
Clicking on the waveform sets the playback position but does not instigate playback.
Click and drag on the waveform creates a “selection” which defines the region for edits and applying effects.
Click on the Timeline (the ruler at the top) starts playback from the clicked position.
On older versions, click and drag in the Timeline would play the region that was dragged across, and “Shift + Click and drag” would loop play the region.
In Audacity 3.1(?) and later, Click and drag in the Timeline creates a loop region and enters “loop playback” mode. Click the “loop” button to return to normal playback mode.