If you want to play a single player game, load minecraft and click the single player button. Then create a world and let it generate. you can then save and exit and it should be there until you delete it.
If you want to play multiplayer click the multiplayer button (after minecraft loads). A menu will show up on your screen. You have to manually add servers. Just google minecraft servers and many will pop up. Choose one you like and copy the server ip (a bunch of numbers or website looking thing) and name the server. click join server and then you can play.