What is the best way to export a track I've created?

I’ve been taking each of the four tracks and plopping them into Audacity. Is that the best way to export a track? Is there a better way?

Update: I’ve discovered the album record. I think I get it now.

I usually do what you described, dropping the 4 Tape files into another program, assuming I want to put effects on each track individually. Otherwise, Album ftw.