On the title screen when "Press Start" is shown, press A, A, A, A, B, B, B, B, A, B, A, B, A, B, A, B and you'll be taken to a sound test and boss test "test mode" screen. Select one of the listed modes by
using SELECT and then pressing START. To return to the menu if BGM or SOUND TEST is selected, just press START.
In the BGM and SOUND TEST, tunes are selected by pressing B or A, followed by SELECT to play them.