I downloaded what I think is your mixer which includes a block diagram/(road map) of how the signals go through the mixer. It will benefit you in a long run to try and learn how to read a block diagram. Just start at the XLR input and follow the lines through. The lines may go through some controls and/or switches, but will somehow lead to the output side of the mixer. The lines may also branch off to effects or EQ blocks. It will also help learn some of the terminology of the mixer.
- the mixer volume control has no effect - I'm going to guess you have the mixer connected from the 'Tape Outputs' to the inputs of the 'cheap interface' with RCA type cables. The 'Tape Outs' are before/prior the 'Main Mix' faders, thus the 'Main Mix' faders will not affect the level of signal going to the interface. The 'channel' fader however should be able to control the level. Do not expect to get particularly high recorded levels in the recording software as most typically won't and you'll need to adjust levels after recording.
- effects have no effect - It may be that you need to 'send' the audio signal to the effects block using the 'AUX 2/EFX' bus control. There is a 'Level Set' LED to indicate when the signal is correctly set. The effect gets sent back to the 'L/R Main' bus by the 'AUX 2/EFX Send' knob.
Audacity is OK for simple recording such as voiceovers or similar, but if you intend to have multiple tracks for vocals, guitars, or other instruments, then a better DAW would be recommended such as Reaper that Dave suggested.
What I stated above may not be totally correct, but simply a guess with the limited info you gave.