LAME Built in now? Not finding files

Windows 10, Audacity 3.1.3, ffmpeg 4.3.2
I’m getting the

.mp4 is an advanced audio coding file. Without the optional ffmpeg library, Audacity cannot open this type of file. Otherwise, you need to convert it to a supported audio format such as WAV or AIFF.
I had ffmpeg version 4.3.2 installed, but as far I understand in Audacity 3.1.3, I don’t need to even have ffmpeg anymore? I have always used ffmpeg and the lame manually installed and I decided to upgrade so I uninstalled the old LAME and the Audacity version 2. It did not work, so I try find this dll it says I need to add into the options, but I don’t have that dll. So I added my ffmpeg into the SYSTEM path, because the manual was confusing me by now, and for luck uninstalled, deleted all Audacity folders and re-installed and rebooted the PC. Still no joy, so I’m a bit unclear on the claim about “built in”. Is it because my build of ffmpeg is unsupported?

I guess I really want to go looking at the audacity log files for clues?
(Oh, and keep up the good work, love this totally awesome tool to bits.)

This may be some help:

https://manual.audacityteam.org/man/installing_ffmpeg_for_windows.html

but as far I understand in Audacity 3.1.3, I don’t need to even have ffmpeg anymore?

LAME is ONLY used for exporting MP3s and that’s now built in. FFmpeg covers most other formats that are not built-in.

I had ffmpeg version 4.3.2 installed,

The (older) recommended version of FFmpeg is a special version that’s been “tweaked” to integrate with Audacity. There is a way to use a different version as an “external CODEC”, but I don’t know how that works.