Before you are able to play instruments in the Practice pane, you need to configure your keyboard. This is done by:
Once that is done, just hover the mouse over the speaker icon of the Practice section you want to play manually. In general, that would be the Melody pane, but you can also decide to play the drums yourself, in which case you would select the Rhythm pane icon.
In the popup pane, you will see a "Grab MIDI input" check-box. All you have to do is select it, and then any keys played from your MIDI keyboard will play the instrument selected in that section (provided the notes are within the playable area of the virtual instrument).
Uncheck the option when you are done with the accompaniment.