I need to play thousands of simple sounds (generated tones) at the same time. If I am understand correctly there should be a way to add them together in complex wave but i really can't see the light in the end of the tunnel. Is there any good advice reads or formulas for beginners?
You can add each sample of each sound in time. Say something like
Y = X0 + X1  + ...
You may need to check the maximum value when you are done and scale signal back down so the media will play in whatever format you are using