NNNNOOOOOOOOOO!!!!!!!!
DON'T DO IT!! This is very simple!!
As just stated, you haven't defined a path to save to yet. This first pic here shows that you have not done this - you MUST click teh View Set Publishing Properties... button to pick a path to save these files to. I always choose desktop and creat a new file because my desktop is so cluttered - both of them!!
Next, as shown in the second pic, you MUST select the format. If you want AutoCad compatibility, I always choose DWG. You must click on each file, OR select them all in the view set window and then click the DWF pull down menu and select DWG. IF your consultants/architects prefer DWF, that is fine too!
I also like to send them plot files, or .plt. You can do this by plotting from Plotmaker by selecting plot to file instead of plot to plotter.
I struggled with this stuff at first too, but once you get it, it is great! Unfortunately the manuals are not too good for Plotmaker, but just ask and we'll help!!