You can export videos in two ways:
1- From the [Publish] modal, you can export your animation in video format by clicking the [Video] option under "Other".
2- You can also use the top menu: Project > Export > Video
Tip: You can export your video through the top menu while you are offline!
Note: Subcomponents not animating in a Video export is expected. The only way to get subcomponents to play is to render the component in a browser. The same goes for Lottie and GIF.