Hi I'm having difficulties finding the right export options to create an animation file I can use on my website in Muse.
Ideally I want a SWF, GIF, OAM or something similar that will loop play.
Secondly is it possible to export the file in a format it will work in an interactive pdf?
No, no and no. AE deals with video and pixel data, not interactive "objects". Flash is dead, anyway, so your only option, if at all, would be to render an image sequence out of AE and convert it to a GIF in Photoshop.
After Effects creates video. Video is not interactive, it's just video. Muse creates scripting that animates elements on a web page which is not video. The only thing that muse could do with video is position it on a screen. Two entirely different animals.