The lullabies are currently available only if you are using an iOS device as a Baby Station! It's because, on the Android platform, there isn't yet implemented technology required for the practical use of lullabies in the app.
Lullabies can be started from the active Baby Station (Menu -> Lullabies) or on the connected Parent Station (Menu -> Lullabies).
If you want to add new lullabies, you have to start the Baby Station and open Lullabies (Menu -> Lullabies), and tap on +. Then you should be able to import the lullabies from your music library or Baby Dreambox.