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I want to learn how applications like CakeWalk, Cubase, and ProTools are built. Are there any good resources out there to learn this type of development?
Resources
If you want to learn about how the capabilities of these programs are implemented (I’m talking about filtering, synthesis, mixing, etc.), read as much as you can about digital signal processing (DSP). If you happen to be in a position to take a DSP class at a college or university, you’d probably get a lot of good information out of that. (I’ve taken a couple such classes myself and they were fantastic) Beyond that, there are dozens of books and research papers out there concerning various aspects of DSP; just try to find a good one (or several) and dive in. A Google search can definitely get you started.
If you want to know more about audio programming in general, i.e. how to access the operating system’s audio resources (microphone/speakers/etc.), I guess I could echo Dan’s suggestion of looking at Audacity…