Playback

 

You need a media player.

If you go the streaming way, you at least need somthing to rip and to tag the audio.

The major ones, Windows Media Player and iTunes both cover the basic functionality well and offer a straight forward interface.
Simply start with the one which comes with your OS.

 

Once you are familiar with the look and feel, you might try a couple of other ones.
J River, Foobar, Winamp, MediaMonkey to mention a few popular players.
Remember, it is a computer, you can download all kind of software for free and experiment until you find the one who fits your style.

You can find a couple of them in the media player section

 

Do media players have a sound?

This is covered here.

My experiences is that the players them self often matters less than the driver you choose.

Players like J River or Foobar allows you to choose different drivers.