I don't use Sibelius (I'm a Finale guy), but notation programs are usually pretty lousy for creating audio files because you don't get a lot of control over note timing and MIDI data. The playback is okay for quick and dirty trial runs, but it rarely produces a polished, human-sounding performance. If you're familiar at all with working in a DAW (SONAR, Reaper, FL, Logic, etc.) and have one available, you'll probably be better off exporting MIDI files from Sibelius and then working on them in the DAW rather than trying to fine-tune the performance and polish things up with only Sibelius.
EDIT: If you don't have and/or can't use a DAW, or your orchestra sound library is tied to Sibelius, or you just definitely want to use Sibelius, make sure you understand how articulations in the score affect playback, and notate your articulations based on the sounds they produce in playback rather than on what they would actually indicate to a performer.