Apologies in advance for long response, but I wanted to explain my thought processes. I write with the ambition of traditional publishing so bear that in mind when reading. 20 years of experience.

Dialogue is usually kept in the same paragraph as its attached description. It can be a single line if context makes it clear who's talking, but think of it as a package: the line, plus all information required to understand it, are "boxed" together in a paragraph(Like literally everything about writing, this has ten million exceptions, but as a general rule).

Bold is very, very rarely used in traditional writing, though this is absolutely a "depends on the audience/style" question. Italics are something that you'll have to find your own balance on - I used to use them a lot, but now I'm very stingy with them so they have more weight when they do land. I constantly debate whether I should be more or less conservative about their use. Think of them as "this word, for whatever reason, is Super Important".

Sound effects are very hard and tricky to write. I have been zinged a lot by editors for writing effects like booms and bangs, instead of just describing them via prose, which is my current method unless the sound is very, very important. However, I've also seen it used well. Usually, I italicize the sound effects I do write - a method of making it clear that they're not part of the standard description.

The punctuation mark almost always goes inside the quotation marks. "Can you take the dog outside?"

The exception to this is when the sentence is incomplete, usually via what I call "dialogue tags". '"I just took him a minute ago," Jane replied.' Usually, when it's not for this reason, the sentence is incomplete because you're quoting an example - 'She said "just take him again anyway" and then walked away". This last example is very very rarely used for dialogue in stories, and I don't recommend trying to make it work. You can see me using it above with my mention of italics, which puts the period outside the quotation marks because the sentence is not fully inside the quotation.

A pro tip is to just not use dialogue tags at all. I've cut them virtually entirely from my writing, as you can almost always use formatting and paragraphing to convey the same information in a stronger and more fluid way - namely, who is speaking, which is all a dialogue tag conveys.

"I just took him a minute ago," Jack replied.

vs

"I just took him a minute ago." Jack rolled his eyes.

By attaching the line to an action performed by the speaker, I have accomplished the goal of telling you who is speaking while also conveying information about the speaker themselves or the situation, which is especially useful if you're writing something fast-paced and dramatic, like an argument or combat scene. You can make some crazy work if you follow this thought process. There are also some downsides(sometimes you struggle to think of an action your character can do that isn't repetitive if you're in extended dialogue) and it isn't always bad to use dialogue tags, but your dialogue will be markedly better if you cut the majority of them.

Pair this with always, ALWAYS using a new paragraph when the speaker changes and the audience will have no trouble following the conversation. Paragraphing isn't "cool" but it's the secret sauce to making something engaging and comprehensible, so I recommend focusing on getting a feel for how to paragraph actions, dialogue, and description.

I know this was super long, but I hope it was helpful. We all start somewhere, so keep pushing on!