You can play a track from the library by double-clicking on it or pressing enter (or other shortcut key) with it selected, but the track will be copied to the playlist before being played. It isn't currently possible to play a track without it being in the playlist. If you only want to use the library then you could enable the "Replace playlist when playing" option in the "Library" options page to prevent previous tracks remaining in the playlist. Or perhaps enable the "Remove after playing" option in the remove button's right-click menu.