Basic question: export midi to audio

I’m a beginner so I guess it’s pretty basic:
I have a midi track, which I want to save as audio file, with piano sound.
Playing the midi, I already hear it as piano. I just want to export to audio, but there’s no such option. I guess I want my OS to internally record the sound it produceses, but I didn’t succeed with that - tried the WASAPI option but it didn’t record the MIDI track (streo mix is no longer an option in WIN10)
Can you show me, step by step, how do I do it?
Thanks in advanced

Audacity is not a MIDI application but it has some [u]very limited MIDI capabilities[/u].

You can [u]record the sound coming out of your soundcard[/u] and then export to WAV or MP3, etc.

You can get better piano sound if you get a [u]DAW[/u], and then you can use the virtual instrument of your choice. [u]Cakewalk[/u] is now FREE, but any of these applications are quite a bit more complex than a “simple” audio editor like Audacity.