Video editing question. Help?

I bought my Samson C01U USB Condenser Microphone today on Amazon. Along with that, I bought Sony Vegas Movie Studio Platinum 10 Suite. I downloaded Audacity the other day and that's what I'm planning to use to record vocals and my instruments with, but I had one question. How do you get the audio that you record on Audacity to overlay the audio from the video you record? I'm completely clueless and I don't know how often this question is asked, but it'd be nice if someone could help me out. Thanks! :)