saved audacity project is cut into multiple mp3 files

Wen I save my audacity projects they are not saved into one big mp3 but multiple mp3 files. (like 500) how do I get the files back into one big file?

An “Audacity project” consists of an “Audacity project file” (.AUP file) and a “_data” folder.
The “_data” folder contains the audio data as (hundreds of) small “.AU” files.
The AUP file tells Audacity how to reconstruct the project from the audio data.

To create a normal audio file, such as a WAV or MP3 file, you must “Export” the audio from the project.
Note that to Export as MP3 you must have “LAME” installed.

More information in the manual: