I don't have instructions and I am lost.

When recording from a vinyl album do I record and save each track individually or do I record the whole album in one session and then (somehow) split the tracks?
After that, how do I get them on to a CD?

Have a look at this tutorial

http://manual.audacityteam.org/index.php?title=Tutorial_-_Copying_tapes,_LPs_or_minidiscs_to_CD

– Bill

Bill, you are a genius in sheep’s clothing. Good man.