How does mapper 31 work?
Accepted files are... .NES or .NSF... or both?
Should a loaded file work like a NSF file?
No, it's not an NSF mapper. It's just a mapper with similar banking to NSF, to make it easy to compile music that was originally made as NSFs. (The NSF spec requires a lot more stuff than mapper 31.)
The details should be on the wiki:
http://wiki.nesdev.com/w/index.php/INES_Mapper_031
So, it's loaded like a .NES file and no need of a "mini built-in player", like I do for NSF files?
No there's no special interface. It's just like any other mapper, all it does is provide 8 registers for 4k banking.
There's example ROMs and test ROMs on the wiki page, but you can also run them in latest FCEUX (or a few others) if you want to compare.