'File' >> 'Export movie' >> 'Audio as MP3' or 'Audio as wave'. Choices may depend on program version. Export Movie list also includes exporting single frame a BMP or JPG files. Maybe not the most obvious logic, but if every option appeared at a top level menu, the drop down would fall off the bottom of your screen!

Note also: 'Help' >> "export audio" gives lots of hits which would have pointed you the the right place.