I have tried saving a file as a .wav or .mp3 file and copying to a CD. Neither format will play in a stand-alone CD player. What format should I be using, and/or how do I export in a format that will play in a stand-alone CD?
Music on a CD is basically WAV format, so that’s a good choice.
You need an Audio CD Authoring Program like iTunes or Windows Media.
In iTunes, you make a playlist of the songs in the order you want and burn the playlist to disk. The Burn Dialog lets you pick Audio CD.
Windows Media, I suspect does something similar.