Audacity claims you can convert audio files and export them. It doesn’t work! Every time I try it says you need an extension software called something like “lame” What IS, LAME is, 
I downloaded this whatever it is several times and I still can’t export or convert anything. Help, please.
That certainly isn’t one of the headline features of Audacity, though I notice that some third party sites make a big deal of it.
The official download page for the current version of Audacity is here: Audacity ® | Downloads
If you have an unofficial version, or a version lower than 2.0.6 (see “Help menu > About Audacity” to find the 3 digit version number), I recommend that you install the current official release version.
Audacity does not ship with MP3 encoding due to licensing/patent issues. MP3 export ability may be added by installing a compatible version of LAME. Please see here in the manual for further details: Audacity Manual
I did that already, yes I downloaded the “Official” version at the site you recommended. It does not work. Is there any other software out there that does?
Try following these instructions: Audacity Manual
If you have difficulty, please describe precisely what you did and at what point you had a problem (and, as requested in the pink box above, which version of Windows you are using).
I’m working in Windows 8. I already did that link for the lame patch you referred to, downloaded it. I still get a message that audacity needs the lame ext which I downloaded, several times. I also get an error message saying it can’t open the MP3 Library, whatever that means.
Sorry but I cannot see your computer and I cannot see what you are doing. Unless you describe in detail, step by step, what you are doing and what the problem is, we will not be able to help you.
The instructions here: http://manual.audacityteam.org/o/man/faq_installation_and_plug_ins.html#lame
do work. They have been used by millions of Audacity users, young and old alike. They need to be followed precisely.
I am using Windows 8.1, I downloaded the 2.x version, yes I obtained the .exe installer. I used all that you said I should, still it does not work.
OK, let me try asking in a different way,
what did you do different from what it says here: http://manual.audacityteam.org/o/man/faq_installation_and_plug_ins.html#lame
Usually the easiest solution in case of difficulty is to copy lame_enc.dll into the folder where you have Audacity installed.
If you obtained a zip version of Audacity, you have to right-click over the zip file and choose “Extract All” before you can use lame_enc.dll.
Gale