You have to work through the stages and unlock them. So, for some time, all you cam do is repeat one stage, which IS a bit laborious. Some parts of the game cannot be used until you clear all the sections. As far as I cam tell, using Mad Sunday mode (which I am not fussed about and not even sure its a sensible thing to have!) is not possible until you win a race! Long way off for me!
But forget the gripes and try it!
The excitement of finishing that first section is worth it.
You have to get from the start to somewhere about Union Mills (went too fast to be sure where!) in some 1 minute 15 seconds! The plummet down Bray to achice that is very real....!