The diect answer to your question about "Where is File Menu/Export/Movie in Premiere Elements 11?" is the option was removed from Premiere Elements after version 7. In Premiere Elements 11, you go to the Publish+Share area to make your exporting choices.
In Premiere Elements 11, you can use File Menu/Export but only for saving a title created in the program's Titler. But the key to success there is the select the title thumbnail in Project Assets and then go to File Menu/Export/Titler to save the Title to the computer hard drive as a .prtl file for future use in one of your projects.
If you need customized information (settings) for your Premiere Elements 11 projects, please do not hesitate to ask. We would be glad for the opportunity to be of assistance.