The free version of the player doesn’t come with content (libraries).
If you have something like Cubase or Dorico, such hosts do come with a considerable amount of HALion content, and the rights/keys to use it. Use the installer to at least install the HALion libraries (if not the entire host). Be sure you have Steinberg eLisencer installed, and the respective key(s) for your Steinberg host(s).
If you have full versions of HALion instruments such as HALion Symphonic Orchestra, Dark Planets, Steinway Grand Piano, Sonic 2/3, or HALion 4/5/6, etc. most of that content will work in Sonic 3 SE as well. Again, you’ll need the libraries installed, and the respective keys/dongles.
At that point, you’ll have content for SE to use in stand alone mode, or in any 64bit host of your choice. Of course you’ll need to make sure the proper keys/dongles for your Steinberg host/instrument(s) are in place.
There are some 3rd party commercial libraries out there that work the free SE.
You might also find a few free things you can try here in the Steiberg Forums.
If you’re interested in taking the entire HALion product line for a test drive, apply for a demo key and download the whole thing.