The exported WAV or AIFF file should be:
- 44100 Hz
- 16-bit chosen using the "Format" menu
These are Audacity's default settings, so normally you will not need to change these before exporting.
Burn the exported file to an "audio CD" - not a "data CD" or "MP3 CD" - with a CD burning application like Apple Music/iTunes or Windows Media Player.
For more help, see Burning music files to a CD.