There's a number of reasons why Soxy might seem to be inoperative.

If you're on a Mac, after a fresh install, try to log out and back in (or restart the computer) if Soxy seems to misbehave.

Often, Soxy does not open certain file types because it is simply not configured to do so - so check the Soxy preferences. Double-click the Soxy icon and verify that it is properly configured. Also bring up the Soxy preferences screen and check the various options.

You might need to run or re-run the 'Find Executables' option for it to pick up your various applications (the Soxy window has a button you can click).

After 'Find Executables' re-check your preferences: make sure the file format is enabled in the File Formats (Soxy - Preferences - File Formats tab), and make sure 'Open with Soxy' is selected.

In the Mac Finder, it is possible to manually override individual files: click a file's icon, and select 'Get Info'. There you can modify the 'Open With' setting.

If you do that, you're locking out Soxy, and that particular file won't be handled by Soxy any more. To fix it, you need to restore the 'Open With' setting so it is set to Soxy.

The Mac version of Soxy has an option in its File menu to clear such manual overrides for all files in a folder.

Double-click the Mac Soxy icon to launch it, and select 'File' - 'Clear "Open with" preferences for files...'. Then select the folder you want to clean up.