exporting music

Welcome to the forum.
MIDI tracks will not get exported along with audio tracks unless they are played through a software synthesizer.
If you are using an external synth such as a MIDI keyboard or MIDI sound module, you will have to connect audio cables to those devices and record their outputs to audio tracks in the project.
If you're using the stock sound card's synthesizer, Microsoft's GS Wavetable synth, that is very hard to render to an audio track but there are instructions on how it may be done on Cakewalk's support pages. I don't have that link.
If you use soft synths, you just select the MIDI tracks, the soft synth tracks and the audio tracks while holding down the computer keyboard's Ctrl key. Scroll through the project to make sure there are no orhpan clips that are unselected. If there are, just click them while holding down the Ctrl key. Selected clips will change color.
Then export as you have been doing it.