I purchased this thinking as other programs, that I would be able to export to html. However I see no way of doing that. I knew it was a WYSIWYG but most WYSIWYG's have a way to export and/or look at the source code. What am I missing? If I really cannot do this, then I will be requesting my money back .

When you create a site or a page with VSD and save it, you get a .vnu file plus a folder containing the files for that site/page. In the folder you'll find html files which you can open and look at the code.

When uploading via VSD, it's the contents of that folder that get uploaded. The .vnu file is just for reopening the project in VSD.