But my After Effects CC hasn't got that option! Why?
AE CC 2014 (AE version 13) doesn't have that option: removal of FLV and F4V export features from Adobe Media Encoder, After Effects, and Premiere Pro
You can either use the old CC version (AE version 12 or, more specifically, 184.108.40.206), or you can follow a proper workflow and use the Adobe Media Encoder to make an h.264: using Adobe Media Encoder to create H.264, MPEG-2, and WMV videos from After Effects
Even when AE had the option built-in, I would not use it and I would never recommend anyone else to use it because it wasn't very good.
Thank you for your answer