to your questions, the Spark Room Kit Plus codec does not have an embedded speaker. If you purchased it with the Quad Camera unit (which it's generally bundled with), that unit does have high quality speakers in it. It is a wired connection to the codec, not wireless.
They can't hear you - do you have at least one microphone plugged into the codec? The SRK+ does not have built in microphones like the SRK, SX10, etc. You need at least one external microphone. Note that these are not included, they are optional.