You have it right, you get a cable to go from The Sound Blaster that's connected to the pi to your amp and then that goes to your speakers.
I live in a cold area just like you and the speakers are very little use but I still have them, most people sit in their cars listening on the radio.
I'd love to use those Rock style speakers so I can put them closer to the road but around here they would get buried in the first snowfall.
I don't think anybody would bother you about an FM transmitter unless there was a complaint and you happen to be transmitting for miles.