As you walk, the audio should begin on its own when you reach each stop... and if it does not, you can always tap play manually. If the lanes of Užupis or the Old Town try to charm you off course, which they will, the map in the app will rescue you. You can also send questions in chat at any stop.
One practical note: mind the uneven cobblestones, watch for bikes and cars on narrow streets, and keep an eye on your belongings in busier areas.
Now head to the Gate of Dawn... and look for the moment when a city gate became something much greater than stone.
