How do I play music from file on my iMac desktop?

Please see below image of music files within a file on my iMac desktop.

I'm wanting to play this file from the file, not within Apple's music app. If I hover my mouse cursor over the file there is no option to play the file. In contrast, other file I have are as below.

The above file shows the PLAY option, which allows you play the file from the folder.

Does anyone know why some files allow you play files from folders and others don't? Or how I could adjust folders allow them to play from folders?

[Re-Titled by Moderator]