To export a video project you use the apporpriate format from the share tab.
Insanity is hereditary, you get it from your children
I agree with Neale. PrE is not a basic "drag-n-drop" application, in that to get media into PrE initially, one must Import it, via the Get Media Tab - several similar, yet different functions, depending on the actual media, such as Capture from miniDV tape cameras, etc., and then, once one has edited the Project, one must Export/Share the Project via the Share Tab.
Being new to PrE, I recommend the resources in this ARTICLE, and especially Steve Grisetti's Basic Training Series. In the beginning, some of the operations might not seem 100% intuitive, but once learned, they become second nature. Also, they are pretty much "industry standard," with the possible exception of a few of the terms. For instance, with PrE, after PrE 4.0, the Export functions for Video have been moved to the Share Tab. In many other NLE (Non Linear Editor) programs, the term is still "Export," but the actual operations are the same.
Good luck, and do look over those various resources, starting with Basic Training. It will give you a big "leg up."