The Arduino UNO only has 6 "analog" outputs. The Mega has plenty of "analog" pins.
As you may know, the Arduino has PWM outputs which can approximate analog for some applications, but it doesn't have a true DAC or a true analog output. Before you go building an 8-channel monster, please experiment with something simpler to make sure you can get the sound quality/character you are looking for. You can get an audio shield with a DAC, but for 8 channels you'd need more than one of them...
Yes, you can connect an audio power amplifier (or regular "powered" computer speakers) to a PWM output. Note that the Arduino can't put-out the negative half of an AC audio waveform, so it will typically be biased at 2.5V. You need an DC blocking filter (a capacitor & resistor) if the amplifier doesn't already have one at the input.
Also, make sure you have a volume control! The full 0 to +5V output swing is a little "hot" for a line-level audio signal.
During design, development, and debugging, I suggest a lower power amplifier or lowering the power supply voltage to your 50W amps.... 50W will be LOUD and with a constant 50W tone you might blow a speaker. (A 50W speaker is intended for music with 50W peaks and about 5W average.) The tweeter in a 50W speaker may not even withstand 5W of continuous high-frequency test-tones.
n this tuto they said to use a 8 ohm speaker. But my amplifiers is good for 4 ohm speaker.
The impedance rating for an amplifier is the minimum for the particular amp. Since you are using an amplifier, and not connecting to the Arduino, that's not an issue for you as long as the amp works down to 4 Ohms. 8-Ohms is too low for the Arduino, and that's why they show a series resistor.