The Export function for files is now under the Share tab.
The File-->Export is used to export titles and possibly a few other functions. There is more info at this link about half way down in the thread:
Hope this helps out.
Don't feel bad. I was busy telling users to go to File>Export (like in older versions), before someone pointed out that PrE 8 had moved things, mostly to the Share tab. Talk about feeling bad! I had to go back to about 10 threads and amend my replies...
Now, when giving instructions to users, I type "Export/Share," as the location will depend on the version that one has.
This change came about the same time that Adobe moved all general Export functions to the Adobe Media Encoder (now a stand-alone program) for PrPro CS4. It makes sense, but when one has been used to File>Export for several programs and many versions and suddenly the whole process has been relocated. Many PrPro users are still looking for a way to Export, like in earlier versions, and have not found AME yet.