if you want to send the audio for a part somewhere else (lets say track 2), create a new audio track in ableton, set its "Audio From" to the midi track with stylus on it, and select the channel (so in this case its something like 2-StylusRMX).
Then in stylus, go to the mixer page, and set 2's out to out b. From memory you can also set the out on a per-edit group basis for each stylus part too, which is kinda neat.
is this what you meant? it took me a while to get used to using stylus in ableton after coming from cubase. In cubase it would create the audio tracks for all its outs automagically, but in live you have to create them as you need them.
It works the same way for midi. If you want to have a midi track for controlling part 3 say, you create a new midi track in live, set its midi from to your controller/whatever, set its "midi to" to the ableton channel with stylus on, then set the midi channel in the "midi to" to #3.
If you have seperate audio outs/midi ins for each channel you end up with ~16 tracks which can use up a lot of real estate, but once i have my drums sorted i squeeze them all up and its ok. I also keep all my stylus bits to the very far left in the sequencer view.