The most enjoyment comes when you play along with the Stones, or whomever, by kicking off a song. These are used to control the song arrangement. The Select button cycles through the songs on a given cartridge. Next to kick it off. The song will then begin.
Most songs play an intro and then the main section.
This is just the drum pattern from the song and it a simpler background to solo against. Next will get the build section. This is a more dramatic build up from a rhythm pattern up to the full instrumentation of the song. Another tap will return you to the main section. Some songs, for instance Layla, have even more sections.