Pico Audio Pack uses its PCM5100A DAC to output up to 32-bit, 384 KHz stereo audio along its 3.5 mm line out connector, ready for plugging into an external amp or powered speakers. If you're after something a little louder for your ears, it can also pump out amplified stereo audio from its 3.5 mm headphone jack.
You could generate interesting noises with code on your Pico to output into a lo-fi synth, or hook your Pico up to another device and use it as a custom USB sound card.
The labels on the underside of Pico Audio will show you which way round to plug it into your Pico ‐ just match up the USB port with the markings on the board.