Unable to find "Export as MP3" under file

I am new to Audacity and have been watching youtube videos trying to learn how to use the program. I downloaded LAME but now when I have an audio file recorded (I am doing voice recordings) and I try to export it to an MP3 format I dont have that option under File on Audacity. I am sure I am doing something wrong but I dont know what.

The videos are probably using an old version of Audacity.

To export:
“File menu > Export” and select the required file format there.

See: http://manual.audacityteam.org/o/man/export.html