The best way is to load all of the songs into one Audacity project, then use the “Solo” buttons on the tracks so that you can listen to one track at a time, then use the Track Gain sliders to adjust the level of each track until you are happy that they all sound as you want them. Use the meters to ensure that you don’t push the level too high.
When you are happy they’re right, use “Export Multiple” to export each track as a separate file.
Setting the Solo button behaviour to “Simple” makes the task of listening to one track at a time easier: http://manual.audacityteam.org/o/man/tracks_preferences.html
The track gain slider is on the left end of the track: http://manual.audacityteam.org/o/man/audio_tracks.html#gain
Information about "Export Multiple: http://manual.audacityteam.org/o/man/export_multiple.html
For a slightly more “automated” approach, see this topic: https://forum.audacityteam.org/t/equal-loudness-normalizing/19112/1