Hi casey
On your first point:
When you select Control -> Test (ctrl/or/cmd + Enter) the Player plays and loops all scenes in sorting order (as they are sorted in Window -> Scene). This would only be different if you added somewhere some code like stop(); or gotoAndStop();
You test single scenes by selecting Control -> Test Scene and it plays/loops the scene you are just working on.
On your second point:
I don't know how you insert your music. You should use Actionscript to initialize and play/stop/pause your song. So for example in frame 1 of scene 1 you could put a script like
var mySound: Sound = new TheSong();
var soundStarted: Boolean;
if (!soundStarted) {
mySound.play();
soundStarted = true;
}
Whereby TheSong() is the linkage/Class name you have given the sound file in your library. The var soundStarted: Boolean makes sure, that, when your scenes are looped that the sound doesn't start all over again when frame 1 in scene 1 gets repeated.
More about sound methods in Actionscript 3: AS3: Sounds
Klaus