I think I don't have the right GUI, I don't know where is wrong.
I want to use the export objects function, but I don't have the file tab on the main page. Actually, I don't think I have the right GUI page.
What do you mean by "the file tab on the main page"? If "the main page" means the page you get when you start up Wireshark without opening a file, there is no "file tab" - there's a list of recently opened files, under the "Open" heading, but that's something else.