You can open the PDF file created from your score by choosing the Preview (PDF) item from the toolbar or the LilyPond>Process/View menu. This automatically opens the PDF for the current file, or if you are using the Project Viewer plugin to maintain multiple-file projects, it will open the PDF for the source file you've set as main file. Setting the main file lets you to always open the correct file if working on separate parts written in different source files.