As you navigate your ship through the 3D world, you will encounter audio objects, which represent audio loops, and effect objects, which apply audio effects to all currently playing loops.
As you approach an object, you will hear a preview of it, and a gravitational force will draw you in. To collect the object, simply fly through it: a small token representing the object will float around your ship.
Over time, audio objects will fade out and eventually disappear from your collection. You can remove them sooner by flying back through them. To remove an effect object from your collection, fly back through the effect object, or else fly through a different effect object to use it instead.