To be able to integrate EAX into your product, and get access to the tools to do this, you have to register with Creative. You can find details of how to apply for registration here (they’re pretty tight with who they accept, so if you apply, ensure you have as good an application as possible):
To actually integrate EAX into a game from a sound design point of view you use their tools: ISACT and EAGLE.
EAGLE allows you to import your level and create occlusion and obstruction brushes based on your world geometry, and design and audition environmental reverbs for your world.
ISACT is a tool that gives you a graphical means of creating and ‘sequencing’ interactive audio. It also allows you more control to design those DSP audio effects on the APU.
To play all this back means there is a big job of integrating EAX into your audio engine.
It’s a laborious task to get it in there, but the results can be great. (Though there are several games out there who have a half-baked version in their game and it has an inverse-immersion-factor because their reverbs aren’t right).