What styles of music use them? All styles in some way, shape or form.
How do they sound? Exactly how you want them to. I've played my Warwick at a hard rock show and had a fellow TBer come up to me and say he didn't even realize I was playing a fretless until he looked at the neck and saw no frets. The general tone people go for, however, is that of a mwah kind of sound.
How do you play one? The same way you'd play a fretted bass. You have to put your finger in the position where the fret would normally be and you have to listen harder to make sure your intonation is right, but the basic principles are the same.