True DSD playback needs a DSD DAC or digital to analog converter capable of converting the DSD stream directly to analog for playback. It's also possible with software like Korg's AudioGate, Foobar, JRiver Media Center and others to play the DSD file but convert it to PCM during playback so it can be heard on standard DACs like you would have built in to your computer. The sound quality is not the same as using a DSD DAC but many people prefer to download the DSD even though they're gear is not quite ready to get the optimal sound.
If you're using a Mac I would try Audirvana
; on PC I usually recommend JRiver
. They both should have trial versions available. It will be a little investment of time (and money) to get yourself set up for DSD playback.