Andrea you need to d/l their player. I forget what they call it. I have tried a couple of these add on sound  packages but always come back to Note Performer 4. It is cheaper and generally sounds as well or better. It also loads itself in Finale so that part is very easy. My latest piece is here on You Tube( https://youtu.be/cMfsVi5pQWA )  and is just as it comes from Note Performer 4. I did nothing beyond exporting the wav from Finale and converting it to mp3 in Audacity. .

East West Hollywood is pretty expensive if you get the whole package.