I should note that the Lexicon Alpha solution is actually quite solid yet very limited in regards to how many channels you have to work with. That being said, as I own one, it is fantastic for on-the-go gigs such as recital recordings and so on. But, as Lawrence Payne previously noted, you should certainly go up-market if you intend to do some more serious production. It's great for getting your feet wet, though.
At any rate, the Lexicon Alpha is indeed an Input/Output interface. The back side allows to plug in microphones and such, and it has audio output RCA jacks on the back side, but on the front side, on the right side of all the controls and knobs, is a standard 3.5mm headphone jack.
You may either plug a 3.5mm audio cable to your speakers or to a headphone set to that jack, or you may plug speakers to the back RCA jacks. The monitor mix knob to the left of the front headphone jack allows you to shift the sound to the monitor headphone jack (by turning it to the right) or to the RCA jacks on the back (by turning it to the left).