These questions are all over the map on the basics, but I'll try to provide some pointers:
what's a good development enviroment?
You will likely be building a web style application. So a VS08 ASP application is a reasonable starting point.
do i have to install the speech server local too in order to use this?
Yes. There are a variety of platforms that support VoiceXML. Nearly all are designed specifically for telephone calls (VoiceXML's main purpose). There are a few free implementations, but most are commercial. I believe the Opera web browser has some VoiceXML functionality. I've seen settings for it in their configuration, but no direct experience.
what's the ending? is it .xml, .aspx, or .speax ? i couldn't get that.
Endings usually aren't relevant, except maybe to tools. I don't believe VisualStudio provides any direct support for VoiceXML. Some browsers do care what mimetypes are provided.
how do i run the voicexml? it's at the speech server as an application, any furhter steps?
Does this mean you are looking at the OCS/Lync product line ? I believe their IVR in that suite does support VoiceXML as well as a few other APIs. The product should contain basic setup and configuration information. More information on Lync: