Sound Forge is a multi-channel application primarily for editing and mastering. If you need to mix or record multiple audio tracks (for instance, guitars, keys, vocals, bass and drums), you want a multi-track application (aka, DAW). Acid, Audition, ProTools, Reaper, Samplitude and the free Audacty are popular multi-track options. Vegas Pro video has a substantial multi-track DAW built in, which Sound Forge can be integrated to.
btw, welcome to the Magix Sound Forge users community @Jean-Lambert.
Adobe acquired Cool Edit Pro from Syntrillium in 2003 and renamed it "Adobe Audition". I believe 'Audition' is currently only available on a subscription basis. I favored Vegas and Sound Forge over Cool Edit around 1999 for audio work. At that time, Vegas was an audio-only DAW. Video was later added as an option.. the rest is history.