If the Sample Player does not work when you click on the triangular Play Button you can try clicking on the Sample Name above the Player Box.
If you can't hear the samples when you click on the Sample Name it is possible that you are not using the default Windows player.
Try Right-Clicking the Sample Name to see a drop down box and then Left-Click "Save target as..."
Then navigate to a suitable place on your hard drive to save the file (perhaps the Music folder in Libraries) which will be named something like JigSetSample.mp3. You may only see the name with no file extension (".mp3" may not appear). Remember where you have saved the file and click "Save".
Now open Windows Explorer (Windows key and "E" together), navigate to where you saved the file and double Left-Click it. It is very likely that you have a program on your system that will open the file. Usually, the file will play in Windows Media Player.