Ah! Yes! The way to get WAV or MP3 output in Audacity is to "Export" or "Export Selection" (ie highlighted). Yes it is odd, but the program is free. Unless you want to revisit an edite don't "Save". If you have to come back to the edite next day (say) then saving "Project" is an absolute boon. It allows you to undo some of yesterday. But it does eat up memory if you have a lot of changes.

And another word of warning. If you have more than one track in the same time frame then any Save (even with "Mute" on one track) will mix down all tracks. Hence the need for "Export Selection". Of course you may want to mix tracks to add in whistles and bells.

And finally I was burning an Audio disk with Nero and just as I hit the Burn button, I noticed a check box that said "Normalize each track separately" or similar. Just a thought.

Audacity Normalize does not compress (AFAIK).

Best of luck.

PS Please be aware, that lacking visual clues, the banter here can appear (a paradox if ever there ws one) strident, reacting without that clue means you get into a spiral all too easily. People mean well, rather than mean "mean". And they speak from experience which may not be exactly similar to the OPer.