There is no GUI for this Olex2 extension. To export a structure in a 3D Printer format, you need to type the relevant command in the Olex2 command line:
pictSTL <name.stl>Exports STL 3D model
pictPLY <name.ply>Exports PLY 3D model
pictWRL <name.wrl>Exports VRML 3D model
These other formats might also be of interest
pictPR <name.pov>POVRAY output
pictTEX <name.tex>Experimental TEX/PGF rendering
At the time of writing, these are the only available formats – if you are looking for different formats, please let us know!