In any case, you’ll need a video editor if you want to end-up with an audio/video file. (It’s best to export as WAV because your video editor is probably going to re-compress anyway.)
Then after exporting the edited file you import the new audio file into your video editor. If you have an audio/video file and you want to do some audio editing/processing that can’t be done with you video editor you can open the audio in Audacity** but you have to be careful not to do any editing that changes the timing (no cutting/splicing, etc.). Most video editors can also do some audio processing/effects/filtering, etc., so you may not need Audacity. If you want to edit an audio/video file, that’s usually done with a video editor* which can cut/splice/transition the audio & video together at the same time.
