Simply double click a station entry. It starts with your configured audio player.
In streamtuner2 you can configure different audio players for different audio - formats (MP3 or OGG). In the 'Apps' section of the settings dialog, you can associate a player + formats (MP3 or OGG). In the Apps section of the + settings dialog, you can associate one player with each audio file (MIME) type. Per default this is audacious, but you can use any other media player (like VLC).
Note however that some audio players will run multiple instance and won't allow simple station switching. In such situations it might be sensible to write