Sound loss

I am using Audacity 3.1.3 and Windows 10 Pro. I have no trouble recording an LP on Audacity and listening to it but when I try and export to either Windows Media or a CD it appears to be playing in both formats but with no volume. I have tried saving it into aup3, wav and MP3. Aup3 opens and plays fine in Audacity but wav and MP3 have no sound when I open them. Do I have a setting problem or what am I missing here?

If you are using a USB turntable, or a USB audio interface, see:
Why have I lost sound after connecting a USB device on Windows?

Thanks, took me awhile but I was able to get things running properly after your help. Thanks again.