XMMS is a graphical player and will be loaded in a virtual desktop. You can view this virtual desktop with a VNC client (the same way if you did the install). Refer to the VNC section of the Logging In chapter if you havn't done this before. Your VNC session will look like this:
Read the XMMS user manual on how to use this classic piece of software. Please be aware this player don't support DFF/DSF, or > 16 bit music.