There is a an optional [u]ReplayGain.ny[/u] plug-in (which I think Steve wrote) but Audacity doesn’t actually support ReplayGain… You wouldn’t want an audio editor automatically messing with the playback volume behind your back. And, the plug-in doesn’t write ReplayGain tags to your file.
So it’s not really ReplayGain… You can think of it as a ReplayGain tool. Or, you can think of it as a Loudness Tool that uses the same loudness analysis algorithm as ReplayGain.