A lot of venues like pubs and clubs which have performance licenses are allowed music played anyway, I think (they have to note down the songs or something like that, and report to PRS?!?!? or somesuch company)
The easiest way to find out, I think, would be to contact your local sheet-music shop or even try here
http://www.prs.co.uk/Home
This should explain further what you are needing to know.