You want each track separately, right? You don't want to export a mix of the audio.
You'll need to right-click on all but the track you want to export and deselect Enable so that only the track you want is enabled. Then (depending on which version of the program you're using) go to Share/Computer/Audio to save it as an AVI.
Do that for each track you want to save.
You can then use iTunes or Windows Media Player to gather your AVIs and burn a CD.
My problem is not multiple tracks, but multiple trims of clips (in and out points).
From several shows, they have been collected and trimed in one workspace.
If I could only select the first selected trimmed clip, and then either save it, or export the audio,
and then select the next trimmed clip...
The problem is that I can not figure out how to do either.
I could start from scratch, retrim each clip one at a time, and then export, and get the next clip.
that requires me to re-edit each clip, when it is already done.