Assuming you have Sibelius 6.2, Sibelius Essentials (v6) and the SE6 SoundSet installed, as well as a Playback Configuration with the SE6 SoundSet assigned to Sibelius Player, you can then open one of the PlayTest files (located in the "SE6_PlayTest_6.0a" folder in the package you downloaded) and play back the file. If each stave plays as expected, then your setup is good.
An example of this can be seen in the
VDL TriggerTest videos:
https://www.thewritescore.com/videos/sibelius/. The videos in this three part series are for a different/older template, but the basic idea still applies to the SE6 Template.
Hugh