In order to play the bagpipes, you'll need to find that it's missing a part (pick it up and Nancy will comment), then replace that part. You can get a chanter from the souvenir stand in the train station for 25 pounds.
If you want to play actual notes and not just squeeze out a noise like a stepped-on cat, you'll also need the book about bagpipes to show you the fingering. It's here in the training center --
-- on the information desk next to the door. As to when to play the bagpipes, well, you can do that any time you want once you get the missing chanter. But there's one time when you'll need to play specific notes --
-- and that's after someone asks you to tap Ewan's computer.
The last page of Kate's notes on the cabin computer says, "Play the pipes. Read the letters as they appear, left to right." Does that seem more relevant now?
The picture you got from Ewan's computer showed Kate standing in front of a wall with a bunch of letters. Let's play those notes on the pipes as they appear, left to right, and see what happens. Read to the end of this hint for detailed instructions on how to do this.
The letters on the wall are GCEEBADFaC. That lowercase a at the end is deliberate; it means the note is the A at the top of the range, not the lower A.
If you go to the "Bagpipes Codex" book, you can find the fingering for all the notes you need. You can just follow that --
-- or, if you find it confusing, here's a shorthand version showing the fingering you need to reproduce to play Kate's notes.