I then thought of using audacity and followed a YouTube video,
Audacity is basically just a multitrack audio recorder. Other than bringing in effects to the existing recorded sounds, I don't think it's the way to go to change sounds into something different. (Although for what it is, it's really nice and cheap.)
Tracktion responds to MIDI messages, so you'd be using Tracktion as your sound generator. Within Tracktion you'd modify the piano sound until you're happy with it.
Two completely different types of software, solving two different types of problems. To make a infinitely sustaining piano sound, you'll probably have to generate the sound inside the computer, so you're looking for a DAW like Tracktion, not a recorder like Audacity.
If the purpose of the infinitely sustaining piano is live performance, this also means that you'll need to bring the computer with you on your gigs, and have it be an integral part of your keyboard setup. There's nothing wrong with this (other than my bias against general purpose computers in live settings); many musicians do just that. In fact, many keyboard stands include attachments for laptops as part of the stand. So obviously people are doing it. (
This is an example for my stand.) Just realize that's the way you're heading.