Saving & Sharing http://forums.adobe.com/thread/1137128
-Sharing to DVD or BluRay http://forums.adobe.com/thread/1137645
-Sharing for Movies http://forums.adobe.com/thread/1051093
-Sharing for Computer http://forums.adobe.com/thread/1058237
And, some other information... posting ALL since you did not specify a version
Online User Guide http://help.adobe.com/en_US/premiereelements/using/index.html
-Page to download current PDF http://helpx.adobe.com/premiere-elements.html
-Previous versions http://helpx.adobe.com/premiere-elements/archive.html
Importing Video http://forums.adobe.com/thread/1065281
-and project settings http://forums.adobe.com/thread/1112086
Steve's Basic Training Tutorials... steps are the same for several versions
What version of PrE are you using? The exact location (and name) has changed for outputting a finished file from the Timeline.
In PrE 4.0, it was in Export, but with PrE 7, it moved to the Share Tab. In PrE 11, it is in a similar location, but is now called Publish+Share.
Under those tabs, you will have a lot of possible settings/formats. If you do not see all of them, be sure to look to the right-hand side of that panel, and use the scroll bars.
As for the settings that you choose, if you can let us know how you plan on delivering the file, someone can tell you where to start with those settings.
Also, John T. has linked to many resources, and another would be this Premiere Pro (yes, I know that you are using PrE, but here there is cross-over) FAQ Entry: http://forums.adobe.com/thread/878590?tstart=0
Good luck, and let us know just a bit more.
How do I go about creating a finished movie?
I've finished all of my editing but don't see a method for creating the finished product.
Your question used to make sense. In many ways it no longer does.
With a completed "home movie" that play back choices have exploded in recent years. On relative or friend may have a Blu-Ray player, another watches YouTube on his/her iPad and some may have "old fashioned" DVD players.
I think a finished movie might be "archived" so that it can be retrieved and re-made to a different format. That, in fact, is one of the key features of PrE11. When the project is complete, you can Publish/Share a "finished movie" to so many formats.
Perhaps the final step is to decide how it should be "archived" for retrival to produce various formats, currrent or future.