However, if you actually want to change the instrument and not just hear what it would sound like if it were a different instrument, a better way is to secondary-click on the instrument name or on an empty spot on the staff, choose "Staff Properties…", and use the "Change Instrument" button on the right. That will change the sound, the instrument name, the range, and (if necessary) the transposition all in one go.
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Open the mixer:
https://musescore.org/en/handbook/change-and-adjust-sounds-0
Welcome aboard.
However, if you actually want to change the instrument and not just hear what it would sound like if it were a different instrument, a better way is to secondary-click on the instrument name or on an empty spot on the staff, choose "Staff Properties…", and use the "Change Instrument" button on the right. That will change the sound, the instrument name, the range, and (if necessary) the transposition all in one go.