This would most likely be because your browser has blocked sound. It's real easy to un-block. On mobile we unblock it for you when you press the play button. On desktops you have to tell the browser audio is allowed by either right-click the tab and "unmute" or by clicking on that icon under the big red circle.
Go to the SongManager section (musical notes on the top bar). Of those three buttons beside the name. The first saves to your device behind the scenes. Those last two save in different ways. The first exports a MIDI file. This is great for transfering to another program - notation writer etc. However the MIDI format does not include virtual instruments or samples, just a reference to what they are.
The second is most likely what you want. It will share it online. Give you a link so that others can hear (or contribute if you allow). If you want to update your work later just press share again and the online version will be updated.
When making SongForge there was a decision to make. Do things automatically behind the scenes, or expose how MIDI works. I envisioned this being used to learn as well as play. So if you came to this question, here is an introduction to MIDI.
In the world MIDI there are programs and channels. A channel is used to control/play an instrument. A program is used define sounds (Think of it like voices in a keyboard/synthesizer). MIDI is as much about connecting things together as it is about playing a song. So we allocate instruments to a program (1). Then we connect any channel to any of the programs we loaded (2).
