We could easily be talking about 2 completely different systems here - I'm not sure. 99% of the users of this forum use the standard PICAXE products: pre-flashed PICAXE chips and the free programming editor, available from the rev-ed site. The total additional hardware is a serial or USB cable, a 4.5v battery pack and a couple of resistors. Refer to the 3 (free) downloadable user manuals.
There is (or has been?) also a hardware PIC programmer and PICAXE assembler (both can/could be purchased). I can't see any reference to this option on the website any more.
Perhaps Technical or hippy can clarify the less common, second, option?