Providing a free novella directly to readers

I’ve been searching but can’t seem to find an answer, or maybe I’m not asking the right question.
I recorded a 3 hour novella of mine, 5 chapters (files), that I’d like to give away as a reader magnet without having to submit it to a distributor. A seven year contract seems restrictive to me, so I don’t want to upload it to Audible, Author’s Republic, etc.
I have all my chapters, intros, samples, outtros, etc. recorded into mp3 files with the right bit rate and mHz etc. But what is the final step in assembling them all into a file? For some reason Audacity and I aren’t speaking the same language about saving a project. Do I need a different software?
Any info is greatly appreciated.

MP3 should be fine, and generally each chapter should be a separate MP3. ACX requires MP3 and separate chapter files.

Most computer audio file formats don’t have “chapters” so one long file can be hard to navigate. The “shiny disc” formats support do support tracks or chapters.