The simplest approach to recording the output of Rosegarden to an audio file is to use a small command line utility called jack_capture.
In Rosegarden's menu, go to Preferences > General > Behavior and make sure “Use JACK transport” is checked. This will allow Rosegarden to start jack_capture when you press play in Rosegarden.
Make sure playback is stopped and you are at the beginning of the composition.
Start jack_capture like this:
$ jack_capture -jt
The -jt option means “use JACK transport” just like in Rosegarden. This tells jack_capture to start recording when Rosegarden playback begins and to stop recording when Rosegarden playback ends.
Press play in Rosegarden to begin the playback and recording. Press stop when the last sounds have finished.
jack_capture will stop and you should find a file called “jack_capture_01.wav” where you ran jack_capture with the mixdown. Note that if you've run jack_capture multiple times, you will find multiple jack_capture_xx.wav files with different numbers.
To make another recording, you will need to run jack_capture again.
If you need to include an external physical MIDI synthesizer (e.g. a Yamaha DX-7) in your mix, you will need to connect the output of the synthesizer to an audio interface, then include that input in the mixdown. qjackctl's graph is probably the easiest way to patch the input to the system outputs. But you will likely want to have more control over the mix. In that case you'll probably want to send everything to a DAW like Ardour and do a final mixdown from there.
While Rosegarden does offer an “Export WAV File” feature, it is currently (June 2025) limited to recording audio and synth plugin tracks only. If that's all you are using, give it a try. If parts of the mix are missing, then try jack_capture.