The pages on the Pico website do cover some basic audio tests that can be made relatively simply. These can be found at: http://www.picotech.com/applications/spectrum.html
It is entirely possible to use the scope view while adjusting bias levels to minimise crossover and then to use the spectrum analyser to determine the level of THD. After each adjustment, the scope and spectrum traces can be saved if required for later comparison.
The additional program that you mention was used to measure some common parameters obtained from the spectrum analyser. This program is no longer supplied as the measurements the program provided have been incorporated into PicoScope along with a host of other useful measurements.