The download link is for sources. That isn't how you install the package. Go ahead and delete what you downloaded
Go into gslapt, enable the testing directory by clicking Edit -> Preferences and clicking on the Sources tab (third from the left). Testing is fifth from the top. Just click on the box next to that listing. Then click OK. Then you have to click on the Update icon to add the testing repo to your package list.
Next, type audacity into the search box and hit enter. Click on the box under status to select it for install. Click on the Execute icon to actually install the package.
This is how you install ALL software in Vector Linux, BTW.
Last step: Go back to sources and disable testing. You don't want to do automated system upgrades with testing enabled. That can cause breakage.