RPG Maker 3 PS2 Help!!?

Hey people i need some help on the game "RPG Maker 3" for the Playstation 2. So. I made a beginning storyteller thing and then a little..like a starting to my story in a storyteller. then i made two people (a hero and a princess) then i made a lava cave place and a dark castle. then 2 monster parties. I need to know how you are able to play your game. like i want to just watch my openning story things but then be able to walk around and fight my monster parties in the lava cave and once i get out be able to search my dark castle place. But whenever i click "play" on the main menu it says it is not configured to play. How in the world can i string my game together and be able to play it? Thanks!