Click on the Play button and select an Empty slot if this is your first time. If you have played earlier, your name should appear (It remains saved until your browser cache is cleared). Enter your name and hit Ok.
You can only play the Story mode, so click on Story to start the game. Now you will see some guidance text that you can follow to play the game.
There is a lot of activity in the game, like walking, shooting, driving, etc. You can Enter a vehicle by pressing the Spacebar key and then you can get out of the car by pressing the Spacebar key again.