Yes, at present the environment variable CDP_SOUND_EXT does need to be set. This is documented for OS X and Windows, but I failed to write equivalent install documentation fort linux, partly as it was something of a tentative release anyway.
This is an inheritance dating way back to the first version of the CDP system on PC, where everything including all the frequency domain files was/is based on either WAVE or AIFF, with custom extra header chunks, depending on platform. With this variable set, the software knows which format in which to write pvoc and other frequency domain files (formant, transposition, etc) . With the steady attrition over the years of big-endian architectures (e.g. old Apple machines based on the PowerPC) the only reasonable format is now WAVE, and the next (imminent) release will define this internally by default, so that the variable will not need to be set by the user (but still can should they want to).
A new source release is under final testing, using CMake build files written by John Fitch. One we are confident that it all builds on all platforms, etc, we will indeed look at setting up a site on github. This will also make it easier to post updates and new programs etc; which are already starting to appear from the pen of Trevor Wishart!