Yes it really does work. You can slide the metal keys around to tune it the way you want. I like tuning mine to a normal scale - Do, Re, Mi, Fa, Sol, La, Ti, Do. (Sorry, I forget the technical name for that scale.)

The scale is not like a regular piano or xylophone keyboard though, moving from left to right. Instead, it starts in the middle and then each note to the side gets progressively higher. So that means the thumb piano is tuned thus from left to right:
Ti...Sol...Mi...Do(low)...Re...Fa...La...Do(high)
To play a scale, you would use left thumb-Do, right thumb-Re, left thumb-Mi, right thumb-Fa, left thumb-Sol etc.

You use the thumbs of both hands to play it. Addy's Sansa is small so it has it's limitations. I've not tried unusual tunings with mine yet but will some day.

Julia