how to play audacity audio on windows media

The audio files play only on audaacity and not on windows media. I am unable to play the audio from CD or DVD. files are copied but do not play without audacity,. What should I do

Audacity works in its own project format. The “Save” command saves the “Audacity project”.
To create a normal audio file, use the “Export Audio” command (in the File menu).
See here for more information:

If that is the case, open the Windows sound control panels and set the default playback device to the speakers or headphones that you wish to use.