Serperate track from long audio file

Hello all. Just downloaded Audacity to try to make separate tracks out of a long audio file. I added labels to the beginning of each track, as instructed on the FAQ. I’m ready to “Export Multiple” from the file menu, but everything in the file menu is grayed out except for “open recent” and “import”.

Any ideas?

Most commands are disabled during Play, Record and Pause.
Ensure that playback is Stopped (not just paused).