Choose Play Mode from the Player menu. It will give you access to the following two modes:
"Simple Mode:
Simple mode allows the modified tempo during the playback. You can play and examine the song with half of the speed, 1% of the original speed or even with the up-tempo. It is achieved by changing the playback percentage to an arbitrary value (50% is half of the speed; 200% doubles the tempo).
Training Mode:
Training mode gives you the opportunity to practice with a gradual tempo incrementation. You can choose to start slowly, in only half of a tempo, but in every cycle of the tune to increase the tempo by 5%, getting to the full speed after 10 playbacks. You choose a beginning tempo, ending tempo and an increment (in percentage) that increases the tempo after each cycle."
(Quoted from the TuxGuitar documentation - http://tuxguitar.herac.com.ar/tgwiki/doku.php?id=doc:playing)