Your recording contains relaxing hypnotherapy and so must not be listened to whilst driving or doing anything which requires concentration. It is recommended to cut out distractions, so turn your phone off and find somewhere comfortable to sit or lie down.
Unless you have purchased a hypnosis audio for better sleep, it may be preferable to sit in a comfortable chair rather than lie down, especially if you are concerned about falling asleep. It is often good to listen when you are alert and awake, so avoid listening when tired. Though you do not need headphones, these are recommended to help block out noise and make for a better listening experience.