It's located in the upper right most side of the screen.  The round play button.  Enjoy!

Hey Mike, I'm not sure if you were aware that that link is busted. It goes to a backing track but it's not for this lesson. 

Laoyao, The backing track at this point is the last lesson in this series (Lesson 5: Jam Track with Duke).

Thanks, Marty

Thank you!  You're right -- wrong link.  It's fixed now.