To use the "Watch With Me" feature, you will need to give the app access to your smartphone or tablet's microphone. Your device will do the heavy lifting, not BB-8 itself, listening for audio cues during the film to tell the droid what to do. Emotions fluctuate between excitement, fear and sadness, which at times mirror the film exactly (see below). The Sphero app will also tell you when other main characters come on screen, displaying prompts like "Resistance fighter detected: Han Solo".
Given that the latest instalment in the Star Wars franchise is 135 minutes long, it's probably best that you plug BB-8 into its little charging cradle (the app will recommend this also) and ensure that your device is in range. Then it's a case of pressing play and watching your little your little robot buddy do its thing.