The version of the ARIA Player included with some of the Garritan sample libraries, particularly Garritan Personal Orchestra 4, is an older version that does not include the Ensembles option. To enable this functionality, update the ARIA player. After installing, you should see the Ensembles dropdown in the upper left corner of the ARIA Player window.
If you are receiving errors when trying to load Ensembles from the Garritan Personal orchestra 5 library. Please use this article to troubleshoot the issue.