There is no automatic way to do this. (There is no WebDVD option on version 14, and you can no longer output your videos as f4v Flash files.)
You can manually output each segment by identifying each segment with the Work Area Bar and checking the Output Work Area Bar Only option on your Export & Share screen.
Your Export & Share options are found on the Devices/Computer screen. Select a resolution that matches your project setting and then set the program to output the file as an MP4.
Thank you for your reply.
I can't understand why something that used to be so easy (I realize that I had used PE12 back in January 2016) is now extremely time consuming and tedious in PE14.
How did you do it in version 12?
And what do you plan to do with your output files? There may be an easier way to do it than the way you are.
In PE12, I think I did > Publish & Share > Web DVD... and that seemed to give me the individual video "scenes"... see the image I uploaded above.
I am making a DVD of a voice recital. I am also trying to make separate video clips with all the editing features (with the pan and zoom I added, and the text I added, etc.) so that I can upload my singers' entire recital to a YouTube playlist. With individual clips of each song (just like the scenes on a DVD,) my students can go into the YouTube Playlist and find the song they sang without having to look at, or speed through, an entire 2-hour recital.