problem with Audacity program

I am using Audacity on 2.0.3 on Windows 10. I am having trouble with the Audacity Program. In the directions, it says go to the file bar, it has a export option. For some reason, it is not letting me click on export to continue with Audacity. Am I doing something wrong, or is the system?

If you update to the current version of Audacity (2.3.2), then the File menu is like this:

The current version of Audacity is available via the Audacity website:

Hey Steve,
Thanks for the help. I downloaded the most recent Audacity 2.3.2 and now I can see that option available. The problem I have now is, I can cannot see the device on the recording devices bar. What am I doing wrong now?

What audio device(s) do you have? Is there another application using that device?

I have a USB Cassette Capture by ezcap. There is no application using the device at the moment that I am aware of.

Can you see any devices listed?
Did this work with your old version?
Did you connect the device before you launched Audacity? (you need to).

Can I have a link to the most recent released Cassette Capture? Maybe that would help.