I have recorded an 12" and I have exported to MP3 however when I play the MP3 through media player there is no sound
If it’s a USB recording device, see this FAQ: http://manual.audacityteam.org/o/man/faq_playback.html#usb.
Knowing the steps in the middle is good, too. Do you have blue waves and a bouncing sound meter when the show is inside Audacity? You went straight from the 12" record to the failed MP3 without describing any of the steps.