Windows 10
Audacity v 2.1.2
When I Export Audio and select Save as type: Other Compressed Files > Header: WAV > Encoding: U-Law the file that is created is an .AIFF files.
I need it to be in a .WAV format.
How I get this to save in the correct format?
Other Compressed Files > WAV >
file that is created is an .AIFF files.
Just to cover this, Windows famously doesn’t let you see filename extensions. How do you know?
It’s possible, but I’m pretty sure WAV won’t allow odd formatting like that. Maybe it will.
Koz
U-LAW compression and WAV file format don’t usually go together. Besides, the export dialog box’ only “other” entry reads “Other uncompressed files”.
CCIT Asterisk job? 
But I see what you mean. When you set the options for the wav file to “U-LAW compression”, the file extension is .aiff. And that gets set like that from the moment you select “Other uncompressed files” and stays that way. Possibly a bug? Or just an oversight, because this isn’t a “normal” file format? Of course, you can change it.
The exported file is a wav, 8 bit with compression at 768 kbps (I used a 2 channel 48 KHz source as example). And I’m pretty certain that changing the extension to whatever you need will allow you to use the file with your phone system. You probably need to resample to mono, 8 KHz first. Phone systems don’t like stereo, or anything over 4 KHz. Doing that with music might make it sound odd.
If it shouldn’t work, you can always try Windows recorder. IIRC it does U-LAW 8 bit export too.
It’s a known bug.
To work around the issue, when you enter the name of the file, type it with “.wav” at the end of the name.
Example:
Rather than entering the name as “myexportedfile”, type it as “myexportedfile.wav”
Or you can change the extension from “.aiff” to “.wav” after export. The file has the correct headers even if exported with wrong extension.
This has been believed fixed now so it will be fixed in the next 2.1.3 release of Audacity when that comes out. That is likely to be several months away.
Gale