Newbie - How to do

I have a music collection of approx 1000 albums/12000 tracks
My requirements are:

  1. Random/Shuffle play from the entire collection. So far (admittedly for a very short time) I have only been able to Shuffle the currently playing album.
  2. Enable Track level Replaygain

I’m sure there will be more questions but, at least these will get me started.

Last time I tried that, you had to make a playlist, eg. “All Music”, then play the playlist and it allows shuffle play.