To can do this.
Set the pad for the song to play the link audio file and use the pad. When selecting a song using the link, the preview audio plays in a separate window that closes when you leave that setting page.
Ideally liked audio files should be placed in the OpenSong/Media folder (this ensures you keep permission to play it and also allows synchronisation with other devices). If you use a file elsewhere on your storage, other devices won't get this file and you may find you have to reset the file link if you uninstall/reinstall the app as Android security settings will remove the permission the app has to access the file.