If I understood correctly, you want to run Diablo3 on ultra with an i5 2500k without a GPU. It's not going to happen. Your CPU has a built in GPU but it's way to weak to play games. You need a dedicated GPU like a 6870 or something.
Also, your PSU you've chosen looks very dodgy/crappy, it's probably made by a bunch of monkeys. If you don't wont your system to potentially blow up, buy branded PSUs like Corsair, PC P&C, etc
Your motherboard has integrated audio, like all motherboards.