The Basics
Visit the home page, and click on the sounds that you want to play. They may take a few seconds to start playing. You can use the sliders to alter the volume for any track of your choice
Make your computer sleep too
If you don't want the sounds to play for your whole sleep, or only while you are falling asleep, you can use your computer's energy settings to have it fall to sleep after a preset amount of time.
Alternatively, if you are playing your computer through a stereo, you can use the built-in sleep function to have the stereo turn itself off too.