From what I know, STUN servers are used with by all VoIP software / hardware, not just NCH's IVM/Axon/Express talk software.
Stun servers simply used to discover what your global IP address is so your voip equipment can be used to communicate with external voip services.
You can't just "retrieve" your global IP from Windows, you can only retrieve the private IP. To obtain the public IP of your network you need to connect to an external server (e.g. when you visit <a href="" rel="">http://whatismyip.org)</a> which then feeds back your public IP address so it can be used by the software on your computer.
No personal information such as your name, email or OS settings are sent to the Stun server, it's a pretty anonymous process.
If you prefer not to use STUN, there is the option of using UPNP to disocver the global IP address, but this only works in certain instances with hardware/modems that support upnp devices.
The other option is to specify the address manually (i.e. you go to <a href="" rel="">http://whatismyip.org)</a> find your IP address and enter it in the textboxes. This is not a recommended method as most likely your IP is dynamic and changes every so often and that would meaning having to manually change it each time your IP address changed (possibly multiple times a day).