You need to select a short clip which is mostly noise (no need to copy it - just select it in your file; it doesn't need to be very long), open Noise Removal, press Get Noise Profile. On my version when I do this Noise Removal closes automatically, but if not, close it. (This step creates the noise profile that will be used the next time you select Noise Removal and press OK).
Now unselect your noise selection (I normally press the rewind to start double left arrow on the transport bar); if you don't unselect it now, the Noise Removal will only be applied to the short selection you used to generate the profile; it will do a great job on that!
Then do Noise Removal again, alter any parameters you want, and press OK to apply the removal using the noise profile you created last and the parameter settings you chose. (At this point you can use Preview to hear what it's like, but often this isn't useful: very often the selection I use to generate the noise profile is at the start of the file and since Preview only plays a few seconds from the start you mainly hear silence where it does a great job on the part of the file used to create the profile. So mostly I just press OK and listen to the file afterwards. Noise Removal is pretty quick, so it doesn't waste much time).
I've assumed here that you're applying Noise Removal to the whole file. If you want to apply it to only part of the file, then make the selection of the part of the file you want to clean after generating the profile and before you reopen Noise Removal and press OK.
Many similar systems allow you to save your noise profile and allow you to pick a saved profile, but Audacity requires you to create one just before you use it; hence the two step process with the Noise Removal effect.
Hope this helps. If not post here or PM me if you want - I'll be around most of the evening.