I hope this is a simple question

I downloaded this software and it seems to be very user-friendly. BUT...But...I was hoping that once I change the "tag" of a song on my hard drive, when I burn a CD including that song, the name of the song that I chose would appear on the CD...However, it shows up as, for example, "Track 1" or "Track 2" etc. Is there something that I'm completely missing that I need to do that would enable this feature or...is MP3Tag unable to do what I am trying to get it to do.? THANKS

The filename is not the title.
The filename is an attribute that helps the filesystem to identify an object.
The Title is a piece of data inside a (mp3) file.
So, mp3tag helps you to edit the inside labels.
But there is help: there is a function in the menu Converter to rename files with data from the inside labels (tags): Converter Tag - Filename.
Enter a mask with the elements you would like to see in the filename, e.g.:
%track% - %title% _ %artist%

There is a preview function to show you the probable result.
The function only works properly, though, if you have filled the tags.

Another note:
If you burn an audio CD but not a data CD with mp3s then all tracks will show as track1..n.
Tracks in audio cd format do not have any inside tags.

It's more a question of the burning software you use.
I think most burning softwares today can write artist, album and title information from tags to audio cds. Nero does so, and foobar2000 also.
You will have to check the settings of the burning software you are using.