In the manga adaptation, in chapter 13, Miki was seen using this item while walking in the hallways. Later, to distract zombies to gain access to the library.
Kei had a portable CD player which she used at the mall in episode 4. Miki makes fun of Kei because of this, yet Kei argues that the audio quality is better. One of the songs—and the only song—that Kei's portable CD player played is "We Took Each Other's Hand" which was heard in episode 5 (TV Size) and episode 11 (Full).
Kei's portable CD player was used in episode 11 to distract the zombies while Miki went out to obtain the medicine for Kurumi.