Hello Rastislav,
From looking at espeak --help here I think I can answer some of this.
1) To output to a wav file instead of speaking on audio device use the -w filename parameter.
2) To have espeak interpret SSML, use the -m argument to parse SSML (makes it ignore <> characters also though, so those would need to be escaped if by themselves in your text.)
3) For sound effects I'm not sure if espeak supports sound icons, but if it does those could be used for sound effects.
SSML can also be used for manipulating the voice parameters throughout the text with tags that specify how the voice should change or even to change voices completely as far as I understand it.
BR,
Jeremy Whiting