I don't have my reader in front of me, so I don't remember the exact button pushes. But you have to go to the book's table of contents, which then has a
'Table of Contents' entry (along with 'about this book', 'copyright', and 'begin reading'), which lists all the plays. If you pick a play from list, you will go to a further table that lets you pick the Scene or Act you want.
All the books I have purchased from connect have been set up this way, so I followed the lead from Sony.