You can use a daw, like Lmms, Abelton or FL Studio etc. to make sounds**.**
And you can even make sound effects, with any of the synth plugins,
that are included in the daw.
You can even make sounds, with free 3rd party vstβs like Synth 1 or Oatmeal
or even with paid ones, like omnisphere.
Or, you can make or record a sound, put it in audacity and use the built in
special effects, apply it to the sound and create unique sounds.