As I understand it, "play from opening" means that the initial moves of a standard named opening are processed from the normal board, then you can make whatever move you like after the game goes "out of book". You need to know the name of the standard opening you wish to use. The opening database may not have every known standard opening in it - were you able to find the one you wanted in the list?
I've never used it myself, I use the "set up my own board" and make whatever initial moves I want. That's the way to go if you're trying to do something not in the standard openings list.