Unable to See File in Windows Media Player

I have created an Audacity file that I can view in my Music Library - however I cannot play it - nor can I see it in Windows Media Player. I was planning to burn it onto a CD - but cannot do so without using Windows Media Player. I was able to create an Audacity file previous to this which does appear in Windows Media Player and I was able to burn, so I cannot understand why this one doesn’t. Thank you.

Did you “Export” form Audacity to create a WAV file? If not, you need to do that first, then use the WAV file to make the CD.
Detailed steps are shown here: http://manual.audacityteam.org/man/burning_music_files_to_a_cd.html