Can an .aup or .aupbak be converted to WAV ?

After following the directions on Tutorial-III about splitting tracks for CD burning /Chop By The Numbers/Get Them Ready for Deep Fry/Roast, Toast or Burn Them, no WAV file was created. I tried again with “Export Multiple” and got a notice that the correct number of tracks were “successfully exported.” However, when I looked for the WAV file, it was nowhere to be found (supposedly in “C:\WindowsSystem32”). When I open the “Recent Files” there is “my project name.aup” or " projectname.aupbak." Can I create a WAV file out of either of those formats ? Thank you for any help you can offer.

No, AUP files cannot be “converted” to WAV or to any other type of audio file because AUP files do not contain any audio.
The AUP file “arranges” the audio data that is in the project “_data” folder (and possibly elsewhere).
See here for an explanation of what makes an Audacity Project (this is important information) http://manual.audacityteam.org/man/Audacity_Projects

To get an audio file you must “Export” from Audacity.

That is a very bad choice of location to export your files to. The files may not have been written due to insufficient system permissions, or if they were written then by default that location is hidden. When exporting select a location suitable for user files, such as “My Music” or “My Document” or a sub-folder of one of these.

See the latter part of this tutorial for more help: Missing features - Audacity Support

After you chop up your work with labels, it’s File > Export Multiple and pick a place to accept them other than the critical, dangerous Windows Operating System folder (Win32). I use my desktop. You don’t get one file. You get multiple files, one for each label you placed on your master show.

Gather up the files and put them in a Music CD Authoring Program (iTunes, Windows Media), rearrange as needed and burn.

GlennMiller1.wav
GlennMiller2.wav

In your case, Windows will insist on hiding the extension.

GlennMiller1
GlennMiller2

Audacity will not Save a sound file. It saves Projects which consist of an AUP file which is a text file, not a sound file, that “knows” how to make a show out of the contents of the similarly named _DATA folder. So if you double click on your aup file and everything is right with the world, your show should appear.

To get a real sound file or files, you have to File > Export one/them. Do Not use MP3. WAV files work with Music CDs just fine and don’t cause compression damage.

Koz