You can just press play if you want to, but if you're forensically processing evidence, I wouldn't advise it. Know the playback software, as it is just as important to proper playback and interpretation as the hardware. Take Windows Media Player, for instance.
In the following video I discuss a few quirks about Windows Media Player v12, a shortcoming of the popular metadata tool MediaInfo, and more.
(Screen Capture remains a valid and necessary forensic process, however, it is typically a last resort.)