Not familiar with soundforge...look in the help for "markers", "track markers", "drop markers", "CD track markers" etc. It might have the ability to drop track markers and burn the CD for you.
If not, you'll have to do things the regular old way. That is, manually split the album into its composite songs (each song into a seperate wave file), then burn all the files using your CD authoring software. If you already inserted space between tracks into the songs, then burn "disk at once", which eliminates the 2 second gap that your software will want to insert. If you haven't added space at the end of each song, then you might consider burning "track at once", letting the software insert 2 seconds of silence for you.
In the future, questions of this nature should be up in either the Newbies or the Computer Recording forum. Good luck!
Slackmaster 2000