Lets say you have some mp3, some mesh,some sound fx and some textures to start with.
No software needed for that at this moment.
How to show this mesh in screen together with playing the music, soundfx and textures.
If that is what you wanto find out, makes it simpler to answer the question.
You can search for all those things individually as long you made the choise what language to use.
If you are a real nerd you can make your own engine from nothing.