roxio will convert them by themselves (mp3's) during the burn process. roxio is generally very reliable for converting such.
Drag & drop your song-files (mp3's) into roxio audio interface, select Cd as output, & press burn. A 650 MB disk can hold 74 mins 14 secs of music maximum. A 700 MB disk can hold about 79 mins 54 secs maximum!!!

If you want to learn how to use Audacity, then go back to the site & download the manual. The manual, program, plug-in enabler & 3rd party plug ins are separate downloads.