I'm new to fl studio and was wondering how to fade other sounds in and out. I see how to do it wth and audio clip and some of the sounds that come with fl studio, but when I created a sound with 3xOsc there isn't an audio file from which to fade in and out. I may not be doing it right though.

There are many ways to do what you want!
Try recording/bouncing down/exporting the 'MIDI' sound as a wav and then Import it back in to FL as a sample!
You could do this with just the last bit of the track or just the bit you want effected!
You could change the velocity of the last 'midi hits', you could use Automation to turn volume of the track down as the volume of the next track comes in/up and you could make a separate track only for the specific effect.

There are probably many other solutions and it's more a matter of sussing out a way that you are comfortable with.