Track marks and labels do not export with the audio file

I am using a Dell desktop running Windows 10. I installed Audacity 2.3.0 along with libmp3lame-win-3.99.3.zip and FFmpeg_v0.6.2_for_Audacity_on_Windows.zip.
I imported a WAV audio file, split the continuous file into 10 tracks and applied labels to each track.
I exported as an MP3 file and received the audio file without any track separations or labels.
I exported as an M4A file and received the audio file without any track separations or labels.
I have searched the FAQ’s and forum replies and cannot find an answer to my question.
Please advise what I am doing incorrectly

None of the standard “computer audio file” formats support tracks or chapters. The “shiny disc” formats do.

For example, if you buy an MP3 album from Amazon or an AAC album from iTunes you get separate files for each song.

If you need gapless playback (a live album, etc.) it’s probably best to avoid MP3 because getting gapless MP3 playback can be tricky.

[u]File → Export → Export Multiple[/u] will give you separate tracks from your labels, or you can simply select/highlight each song and Export Selected Audio. (That’s how I do it… I’ve never used labels.)

With Edit → Metadata you can enter/edit artist, album, song, and track number information. Or, you can use an application like MP3tag. When the files are “tagged” with the album name and track number, your player software (Windows Media Player, iTunes, etc.) can play the songs from an album in the correct order (or shuffle them etc.). Note that metadata is not well-supported for WAV files and some player software can’t read it. Also Audacity doesn’t support embedded album art, so you’ll need a 3rd-party application if you want to do that. Or some player software can use an image file stored in the same “album folder” as the songs, but embedded artwork is more compatible with more player software.