The steps for playing songs at Danzi Party are as follows:

1. First, click the settings button in the game lobby, and then click music settings on the settings interface.

2. After entering the music setting interface, click the music library; you can select your favorite music in the music library, and then click the use button on the right to set the music as the game background music.

3. If you want to cancel this setting, just click the Cancel button on the right again.

I hope the above information can help you solve the problem. If you have any further questions please feel free to let me know.