Voxal allows you to create, save and load different effect chains which it refers to as "voices". When you first load Voxal you will see on the left hand side a list of available voices for you to use. To select a voice simply click on the name of the voice you wish to use.
To preview how your voice will sound, click on the Preview button in the toolbar at the top of the screen. Speak into your microphone and you should be able to hear your voice with the effects applied. You should also see the colored volume meter on the main screen showing you the current level of the microphone. If you can't hear your voice, or there is no colored bar, then you may need to change your settings. Click on the Options button in the toolbar and then select your preferred microphone and speakers. Note, these are just the microphone and speakers you will use for previewing your voices.
Once you are happy with the voice you have selected, you can apply the voice in other applications such as Skype/VOIP or other audio processing programs which take an audio input. For example, these are the steps you would take to make a Skype call with your new voice: