Your questions are somewhat vague, but I'll do my best.
First off, if you mean you want to go from your Audigy to an amp, by all means, do it. But your Audigy WILL NOT power large speakers by themselves. I just go into my home stereo with 5.1 surround. The online manual explains how to do this.
Second, you don't necessarily need a mixer, but I ended up getting one just for greater flexibility.
One good thing about the Audigy is that the Mic\Line 1 and the Mic\Line 2 are both stereo. With the right cables you can put an instrument on each channel. I also have an effects processor with SPDIF out, so I just plug that directly into the Audigy. That gives me a total of 8 inputs...6 analog and two digital.
Lastly, the Audigy came with Cubasis VST. I absolutely LOATHED that program. It was confusing and hard to use.
However, I love Cubase SX. It's expensive though.
More money = More user-friendly. It also supports 5.1 surround audio. Movie soundtracks, anyone?
I've tried Cool Edit Pro 2.0, but don't like it. I'm somewhat simple-minded when it comes to computers, and some programs just confuse me.
Other than that, I would ask around about programs. A lot of people seem to love Sound Forge. Maybe I'll have to check that out...