

Tracks > Mix > Mix and Render - which replaces the original track(s) with the mixed track.

Within an Audacity project, you can physically mix selected multiple selected tracks into a single mono or stereo track using either of two explicit mix commands:

Concatenating songs (for example, playing three songs one after the other) does not necessarily involve mixing, but if you wanted the songs to fade into each other it would involve mixing. Mixing can be done for a number of reasons, for example mixing speech with background music to make a podcast, or adding different instruments into the same song. Note carefully: Whole tracks are mixed even if there is only a partial selection in the tracks.
