...to generate different kinds of sounds.
There two kinds of devices. I believe that's a "buzzer" with it's own built-in sound generator. You apply simply a DC voltage and it makes sound. You can control the loudness, but the not the pitch/tone. You can pulse it on & off to get some variation, but otherwise you don't have much control.
The other option is a "transducer" or "speaker". A transducer is a better option if you want a variety of frequencies/pitches, or if you want more then one tone at a time.
A transducer requires you to send a signal, and the electrical signal is converted to sound waves... Just like your computer speakers or the speakers in your TV.
Except, piezo transducers are more like tweeters, limited to the higher frequency ranges.
For speech, you really need a regular speaker to get the mid-frequency range. And with a speaker, you'll need an audio power amplifier since the Arduino can't drive an 8 Ohm speaker directly. If you need to go really loud, a horn type speaker will go very loud with only a couple of watts.
The only catch is your software has to generate the sound wave. (Then yes, the Due's DAC can convert the digital audio to analog.)