The underside of the board has a 6 pin header socket. You'll need 4 connections here (5V, GND, TX and CTS)
You could either just insert wire into the sockets or solder directly onto the pads. Soldering onto the pads and the DB9 socket (for the AVox) is easy soldering. Really can't go wrong.
No, you'll just need this sort of USB cable.
Those are the settings you need to program (using this software) into the FTDI chip (using the above cable) so it will work with the AVox. Then, you can tell Stella it's on the second joystick port, and which serial port (usually comport5).