Before playing, a board must be built. Shisen-shotakes care of this by default for you.
But if the game presented to you doesn't suit you, you can ask for a new game (Ctrl-N).
You can also save a party to disk and reload it later. Saving a game, saves the board, the list of played tiles and the list of un-played tiles. It also save the game setup.
After restoring a board, you can either start the game from the restoring point or restart the game from the beginning with or without clearing the undo/redo history and the time counter.