effects are not available to use

I have WINDOWS 7 and I downloaded the AUDACITY 2.0.3 version. I downloaded this software because I want to remove noise from an audio file that I have. I downloaded the program, I imported the file, and then I noticed that none of the effect options are available. How can I change this? I have never used such a program before, so any help would be great.

Do you mean they are grayed-out?

If so then make sure that you are in Stop mode and not just Pause - and you need to have the requesite audio selected.