Hi uuuuv,
That's pretty much what I do. I take the comprehensive list of the programs and their modi from SpiralDeskRefContentsR7.pdf and SpiralDeskRefR7.pdf. Usage is explained on the shell itself as mentioned before. Fun starts once you put them into shell scripts of course, which is my number one motivation to use CDP on the shell only.
It makes sense to try to relate some program+modi to the illustrations in the Audible Design appendix, eg. the waveset/wavecycle transformations and to take notes of programs that you already used successfully to better remember in a month from now.
Oh, and I do prefix all CDP binaries on my system with cdp_ to better differentiate them from other unix binaries. I put them all inside a folder called ~/bin/cdpl and then in ~/bin I run
for a in cdpl/*; do ln -s "$a" cdp_"`basename $a`"; done
to get symlinks to the actual binaries which are all prefixed with cdp_ eg. cdp_distort
I had your error regarding Audacity before, and in my case it helped to start Audacity setting an environment variable before starting it:
LD_LIBRARY_PATH=/usr/lib/x86_64-linux-gnu/ audacity
which I have in a shell alias as
alias audacity='LD_LIBRARY_PATH=/usr/lib/x86_64-linux-gnu/ audacity'
For all questions regarding general Linux audio question I recommend you ask on the Linux Audio mailing list
http://lists.linuxaudio.org/listinfo/