There is a Nyquist plugin here that uses a “similar” algorithm to replaygain: ReplayGain plug-in Make sure you get the “New Version” in that post. See here for how to install Nyquist plugins: Missing features - Audacity Support .
You could automate processing of the files in Audacity by adding the replaygain plugin to a Chain. See Chains - for batch processing and effects automation - Audacity Manual.
But you will lose quality this way because Audacity must re-encode the files, and it will be fairly slow. It would be better to use MP3Gain for greater speed and because you will not lose quality.
Not all CD burning software may necessarily recognise the replaygain changes that MP3Gain makes.
CDBurnerXP is one that I know recognises replaygain: CDBurnerXP: KB7: Using Replay Gain.
Gale