I recently installed Pyo, and I entered Python 3.6 and typed

from pyo import *
s = Server().boot()
s.start()
sf  = SfPlayer("C:\Users\myname\Downloads\wot.mp3", speed=1, loop=True).out()

but I get

Traceback (most recent call last): File "C:\Python27\pyo.py", line 1, in from pyo import * File "C:\Python27\pyo.py", line 2, in s = Server().boot() NameError: name 'Server' is not defined

how do I play the audio file?

Your own script is called "pyo.py", so when you do from pyo import * it just looks at your file, not the pyo library. Rename your file.