Hallo Daniel,
the Data Export Utility menu is only available when you have selected an engineering document. It is not visible from your screenshot, what you have selected. If you have selected a folder or office document, the Data Export Utility menu is not visible.
If the Data Export Utility menu is not visible when you have selected an engineering document, double check these topics:
1. Copy the three folders (etc., Icons, Productstream Data Export Utility) located in C:\Program Files\Autodesk\Productstream Data Export Utility\PSP Server and place them in the PSP Server directory.
2. Import the profile <PSP server directory>\Productstream Data Export Utility\DataExportUtility.txt by using the PSP Profile Manager.
(From your screenshot I can see, that you have sucessfully imported the profile.)
You need to restart PSP to see the Data Export Utility menu when you have selected an engineering document.
Best regards
Markus