First install the audio software. When the software is installed you must reboot your computer. When the computer is restarted open the audio program. Now there opens a configuration screen were you can select your audio device ( if there opens nothing the configuration has been auto detected ), select your audio device and software, for example a soundblaster live with the soundblaster drivers . You can also set your configuration in the program's audio configuration screen, where you can manage other settings for the best performance of your soundcard.
If you don't have a audio mixer just connect your speakers to the wave out port of your soundcard and skip the rest of this chapter. If you have an audio mixer, connect a subgroup or another outgoing signal (not the master) to the wave in of your soundcard. Then connect the wave out to a channel of your audio mixer. Connect the audio mixer to an amplifier and the amplifier to your speakers. If you have active speakers you can connect the speakers directly to you audio mixer.