Is your question about the switch? Use a [u]if-statements[/u] or [u]Switch/Case[/u] to do something "different' depending on the switch setting. (Conditional execution/branching is one of the two most important programming concepts. The other one is looping.)
Rotary Switch - 10 Position with Sparkfun Rotary Switch Breakout to switch songs
Is that a switch with 11 contacts, or a [u]BCD switch[/u] with fewer pins and "encoded" output?
...If it's a BCD switch, you'll have to combine 4 input "bits" to make a byte in order to make a song-selection decision.
Volume knob (potentiometer?)
Make sure to get an [u]audio taper[/u] pot because our ears are not linear and a regular linear pot will be way too loud at the half-way point and it will be hard to adjust. And if it's stereo, you'll need a "stereo" dual pot.
Roman Retro Action Musical box
Before I clicked the link, I thought it was some kind of music box from the Roman Empire!