Hello,
If you want to play midi files, use Load Music:
LOAD MUSIC "myfile.mid",1 (the number is a number you pick because you can load many different files and assign each one it's own number so you can reference it later in your program - up to 32)
You may have to use the full path to the midi file as filename.
to play:
PLAY MUSIC 1
LOAD SOUND plays wav files, mp3s... You can play whole songs if you want if they are in the wav or mp3 format, it's just way more resource consuming than a midi file.
LOAD SOUND was intended more for sound effects and stuff. But with today's computers, it's becoming more possible (resource wise) to play full uncompressed scores in .wav format.
Enjoy your day.