OK, I figured out how to solve this, and I will explain, for any other brand new Premiere users who are confused by this. I simply had to open the "Capture" window for the first time, and choose which device would be enabled. This allows me to export to tape.
Probably the Device Control Preference would have got you there as well.
Well, actually, I already had my deck selected in the Device Control Preferences, and that was not enough by itself. (It might be why I was able to playback direct from the Timeline, however.) I had to actually open the Capture window and choose my deck there, as well, before I could choose "Export to Tape."
What DVCAM deck are you using? Is your device control RS-422 or firewire? On the Mac, can you successfully assemble edit to tape using PP CS6? Specifically, if you use the "Assemble at timecode" option in the Export to Tape dialog, does PP CS6 actually play the timeline once the deck starts recording in assemble mode?
This function seems to be broken in the CS6 Windows code and I'm wondering if it's the same in the Mac version.
My deck is a DSR-30 and I control it with FireWire. I'm sorry to say that for my work, I don't ever particularly need the "Assemble at Timecode" function, so I've never tried to do it, and I can't answer your question. But, now that I solved my basic export problem, at least capturing starting from a specific frame works great.