I just do not understand how to burn mp3 with K3b.

That is not exactly the clearest of questions.

Method 1: To make an audio CD that will play in a regular player choose new audio project and drag and drop the files into the project area until you see the indicator say the minutes on the disk is as near to full as you can get/want it and then press the burn button.

Method 2: To make a data disk with just the mp3 files themselves on the disk choose new data project and drag and drop the files into the project window until the file space progress bar is as near to full as you can get/want it then press the burn button.

If I burn with data cd project,then mp3 player(dvd player with cd,mp3)won't play.
audio cd project will make large space in cd.
Neroexpress(windows) has mp3 audio project and my mp3 player plays it.

What do you mean "large space"?
I simulated burning an audio CD drag-dropping .ogg music files - it inputs & outputs time and everything the way it should?

Edit: I catch your drift... at last. No, it should work perfectly burned as data project. Strange. (Still not sure what you meant by large space, though)

He means that if you burn an audio cd you can only get a few songs on the disc and it takes many discs for a large number of mp3's burned this way whereas a data disk the way windows is burning it you get many mp3 on the one disc playable in his drive.

I do not think K3b has that function in it you either burn data or audio. Then it depends on the player you are using to support playing the mp3 on the disk as files, some players support this some do not your must be one of them that don't.