What software is the music playing in, I can't find any related window & thus can't stop of pause the music manually?
As I said initially, VoxCommando is playing the stream. I provided two VC commands -- one for starting the stream, and the other command I provided is for stopping it. I don't know why it doesn't work for you, sorry.
You can edit those 2 commands to use the actions: Audio.Play & Audio.Stop instead of the older, Sound.** actions. Maybe the Audio.** actions will work better for you.
This is not generally how one would manage and interact with a music library, however. Generally, we want to use a media program so that we can load playlists, choose artists, navigate tracks etc.
That is why VoxCommando provides plugins for:
Emby (MB3)
iTunes
Kodi
JRiver Media Centre
MediaMonkey
Media Portal
Sonos
Windows Media Center
How do I get it to open whatever song in Winamp? I've had a twiddle with the play mp3 command, it opens winamp, but doesn't play it.
If Winamp is the default program you use to play mp3 files, then use the Launch.OpenFile action. Depending on the program, usually this would cause the playlist already loaded in that program to be discarded in order to play just the one track that you've asked for in your voice command. But I don't know what Winamp will do.
However, all this will do is start playing the track you've requested. If you want more control in Winamp, you'll have to find a way to interact with Winamp, either using command line or whatever methods Winamp provides. You'd need to conduct some research on Winamp's site and figure that out for yourself. You can also try searching our forum to see if any users have provided info on using VC with Winamp. VC does not have a Winamp plugin.