How do I make tracks in Traktor?
Right click the playlist and click “Select as Preparation List”, this way your Preparation List is more flexible and you will prepare directly for that gig. Usually, between half a dozen to a dozen tracks should be enough, and once the set starts to flow, you probably won't even get through all of those.
Where are Traktor cue points stored?
I think you'll find that Traktor Pro stores all its cue points/grids etc in WAV files as well as in the collection. nml.