It's an audio interface with built in dsp to run plugins that were designed by universal audio. It is a high quality unit. You have to buy most if the plugins that run on it separately.
Never, ever, ever buy something because some guy at GC recommends it, without doing any research. The sales staff there are notoriously ill-informed and live off of commision, so you will end up with more than you need. Or, as is your case, something that you can't even use until you buy another $500 add-on. (wait, are you missing the thunderbolt card, or the cable?)
You did get a nice interface, but you could have gotten one for about half the cost that didnt include the dsp for lugins that you have to buy.
Just so you know, I actually like the apollo. I'm going to pull the trigger on one today, but I already have a lot invested in UA plugins and I have researched all of my options.
The thing about your post that threw up the red flag was that you were asking very basic questions pertaining to a really expensive interface. Most people start with an interface that costs $300-400. There are bunches to choose from. Then, once you outgrow, or wish to upgrade, then you get something like the apollo.
Yes, it will work with any sequencer/daw program. No, it doesnt come with one. You will have to purchase that separately as well.