The version 4 manual doesn’t yet include Play mode – for now you can refer to the Dorico 4 Version History document.
(@k_b careful about searching online for manuals, it’s easy to end up on very old pages – your link is from v1 of the software, and is a version of the manual I really wouldn’t recommend using unless someone really was still using Dorico 1! The url and also the logo on the top-left of webhelp pages will give you an indication of the version.)