Jay
C-415 Build: https://imageshack.com/a/tShC/1
Other builds: https://imageshack.com/my/albums
Both the Digitrax Soundbug and the Digitrax SFX0416 are add-on, sound-only boards. They draw power in parallel to the motor decoder, and respond to the same set of commands. The typical installation sets both the sound and motor decoders to the same address. Digitrax is making a new series of decoders which are "Soundbug Ready." These are not sound decoders, but they do have a convenient plug for the Soundbug.
These 2 sound decoders are programmable, if you have a Digitrax PR2 programmer. I've just bought one of these myself. There's a bit of a learning curve, but I was able to download a trolley car "sound project" into an SFX0416.
I've found that the SFX0416 isn't terribly loud. I think I can still do some tweaking, but right now, the mechanical running sounds generated by the trolley itself drown out the sound effects.
Both the SFX0416 and the Soundbug come with speakers. Unfortunately, these are BIG speakers - 1 inch round ones. You can probably put one in an RDC, because there's a lot of space there, but most engines don't have that much space. Remember, you'll probably need a speaker enclosure besides the speaker. You can make one yourself out of styrene, or buy one to match the speaker.
If your engine is not already decoder-equipped, you can buy a motion-and-sound decoder for it, and get everything in one unit. This may be the only way to go if you're already tight for space inside the shell. One problem with this method is that these decoders typically are not programmable, so you have to get the right one for each engine.
It takes an iron man to play with a toy iron horse.