Media players will always play back one track at a time only. You can switch between tracks in their audio menu, but you cannot mix multiple tracks for playback. You will find 3 audio tracks in the audio menu of your player, and you can switch between them and hear what has been recorded there.
The purpose of multi track audio is to feed the tracks into your postprocessing software, mix them, and replace the single tracks with the one mixed track.
For fast preview without postprocessing software, add an additional track within OBS and mix all audio sources in it like this:
View attachment 65180
Here you have as track 1 a mix of all sources, and in tracks 2-5 each source separately. This way I can immediately listen to track 1 with everything mixed in, and if I feel the urge to postprocess the sources separately, I can use the other tracks to create a new mixed track.