I have exported several files in both WAV and AIFF format, but I cannot play them with iTunes, only with Audacity. How can I get a sound or burn a cd?
see this tutorial in the manual: http://manual.audacityteam.org/o/man/burning_music_files_to_a_cd.html
this one may be useful to you too: http://manual.audacityteam.org/o/man/splitting_a_recording_into_separate_tracks.html
If the time counter moves in iTunes but you cannot hear the audio, open System Preferences > Sound and make sure the playback device is set to the device you have your speakers or headphones connected to.
If you don’t have external speakers or headphones, just choose the built-in playback device.