Clarification on device playback

I think this may be my misunderstanding of how Volumio works. I have now set up a volumio server and can access it via a browser on PC and iPhone/iPad. I have loaded some mp3 files on a usb stick plugged in to the Volumio server. I can select these via either the pc or iphone and the track plays but no sound comes out of the device?
Should I expect music playback via any device which connects via a web browser or are these devices only acting as a Gui remote control with the music only being played back from the device with Volumio installed?
I was sort of expecting Volumio to be a streaming server so you could listen to music on any device rather like Plex?
If it should play back am I missing some important settings somewhere. I’ve tried DSD Direct and DSD over PCM but neither support playback to the connected device.

Volumio is the player. It means a audio output dac-amp-speakers is connected to the device. From an other device, you remotely play on this player.
So you need to connect something to your Volumio device and configure the related output in playback settings to be able to play.