after you launch banshee, you should see a small icon of a musical note appear in the lower right side panel, down next to the update manager icon and the date. from there you can click on that icon and it will open a small player that you can control the volume etc.. of banshee. I hope that helps.
I too, am having a problem with Banshee. I start it and it opens and everything, but it will not function. it just does not
work. ...until, I open up another app. to play a music file, and then all of a sudden Banshee will then remember again how to play. ...weird. I am using 32bit Mint Maya cinnamon. I would have liked to move up to the latest version of this distro to katya, but I have already made some daring tweaks to this version that I don't want to have to repeat too soon all over again in another distro. I am thrilled with this linux distro esp. with my customizations, since I am very new to linux this is my first time trying it. after a lifetime with M$ windows. yesterday, I even had the nerve to crank up gparted and resized my active partition and made several new partitions.
I like banshee quite a lot, but this problem of starting it and it not playing on startup is a small but irritating problem. If anyone knows what I'm talking about please chime in. thanks.