For MPEG2, it will be the MPEG2 Splitter or MPEG-2 Demultiplexer. If you're using smart connect, you'll have to find the demultiplexer, find its audio pin, and then connect that to the renderer. So you'd have both the audio and video connected. Call CoCreateInstance to create an instance of the filter graph manager. If this call succeeds, DirectShow is installed on the machine.
Most filters expose one or more interfaces for setting properties on the filter.
Consult the reference page for the filter in question. You must provide a software certificate when you build your application. Also, you cannot use these filters in GraphEdit. There is no callback notification of position. I wrote a filter.