Click on your scenery icon, on the right of the screen, Then when your list of scenery objects (The list with the Arabian Knight, etc.) pops up, scroll down till you see the "Loud Speaker". Put the Speakers all throughout your rides, turn them on, and it will let you choose what songs you want it to play.
Oh and for the fireworks, when you are in the Mix Master, making your show, on the top left hand of the box, there should be a drop down box that lists all of the songs you imported into the game. Just click the song(s) you want to use .