Which it? There are a lot of bad Audacity training postings telling you to do incorrect things.
FFMpeg is the software that allows Audacity to open and export many more different types of sound files than it does by itself. It doesn’t have anything to do with MP3.
Installing the Lame software will allow Audacity to make new MP3 files.
There are also a lot of people making MP3 files when it’s a bad idea. MP3 is a bad format for production. If you plan on opening up a song or show later and edit it, or make an Audio CD, use WAV (Microsoft) instead.
If you need to put a song on your Personal Music Player or send a performance to ACX AudioBook (which demands it), then use MP3, and even then, there are tricks to it.
I installed this link/folder of the “ffmpeg-mac-2.2.2” folder, but when I go to locate this in Audacity, once I try to export audio as an mp3, the actual file that it needs is NOT in that folder that I downloaded.