Playing free is really easy. Normally you just receive free credits to test the game out and these free credits can range from 1000 all the way up to a million. The credits at most places only last for one session, but some last for numerous sessions. It depends on where you are playing the free games.
These are instant play and usually requires a few seconds to load up. Most are free to test out they are not limited to any particular game. The most popular however tend to be slots.