
Double clicking it only starts playback. There appear to be no commands to start, stop or pause playback. Double clicking on the icon after playback has started only results in playback restart from the beginning.
The same result occurs in Adobe Acrobat (full version).
However a sound file inserted in Adobe Acrobat does produce options to start, pause and stop a sound, whether Adobe Acrobat or PDF-XChange Editor is used. Although Adobe Flash has to be installed.
Surprisingly, on an iOS device and only if the PDF Expert app is used, a control is shown to stop and start playback (but no other pdf app) for a sound file inserted with the Sound Tool in PDF-XChange Editor:

Am I missing anything in relation to the PDF-XChange Editor Sound Tool?