Animated GIF export is a feature that is exclusive to the "Plus" version of Movie Edit Pro 14. If you really have the classic version, you wouldn't find it in there. In the "Plus" version you would find it as one choice under the "File" menu, under "Export movie".
Another frustrating characteristic of this program. If you don't have the "Plus" version, the bonus features are not hidden, or even grayed out. They're there, as if available to you. You spend far too much time wondering why "Batch Processing - Animated gif" does NOTHING.