The best sound cards are responsible for any sound going in, and out of the computer. These days just about every motherboard has a very nice built in audio, so the need for an add on card is not required for the most part.
If you really want the best sound you can get, you may want to get an sound card. If you've got one on the motherboard, I'd recommend giving this a try before buying one. Your money is probably best off spent elsewhere.
To install simply take a panel out of the back of your computer case that lines up with the PCI connector on the motherboard. Then slide the card into place and fasten.