Burning music files to a CD
From Audacity Manual
Audio CDs
One of the key things to note is that it is important that you burn an Audio CD (Music CD) and not a Data CD. If you do burn a data CD you will find that it will play happily on your computer but it is extremely unlikely that it will load of play in any of your CD players.
Audio CDs always contain high quality uncompressed PCM stereo data at 44 100 Hz sample rate, 16 bit resolution. So if you want to burn an audio CD, you should always export the file you want to burn as a 44 100 Hz 16 bit stereo WAV or AIFF file.
Burning software
In order to burn an Audio CD you will need to use a CD burner application. Most computers already come with media player software that can burn CDs. For example you can use Windows Media Player built into Windows or iTunes built into Macs. In either of these applications, drag the files you want to burn from the location you exported them to into a "playlist" ready for burning.
You can also use a standalone burning program like Nero or Toast to burn your exported files. In this case, open the files from within that software, do not drag and drop them from your file manager.
Gapless burning
By default, many CD burning programs will add a 2 second gap between CD tracks (this is part of the standard for CDs) so be aware of this when placing your labels, and consider deleting excess silences between tracks. However most CD-burner programs will optionally let you burn the CD with no gaps between the tracks, so you may wish to set your own gaps between tracks in your Audacity editing and then select Gapless burning when you burn the CD.
For some recordings, for example live concerts, you may wish to have no gap at all.
Note, however, that some CD burners including Windows Media Player, have no such option.
Detailed instructions in the Audacity Wiki
There are detailed instructions in the Audacity Wiki on the burning of music CDs - see: How to burn CDs
See also the two sections at the end of the Wiki article on "Splitting recordings into separate tracks" which discusses Gapless Burning and provides extra notes on burning to CDs
