Wave file and cue sheet

I have an album as a wave file and its a mix,(no pauses)i also have the cue file for it so my question is how do i add the cue file so i can skip tracks instead of having just one track,any help would be much appreciated.

If the cue sheet it correct, it should contain the track indices (markers) and will instruct your burnware as such.
Just direct the burnware to the location of the cue sheet and load it. Some time is required before the actual file is loaded with the track markers.