If you want to export segmentation as DICOM RT structure set then you need to install SlicerRT extension. However, RT structure set is a very bad format for storing segmentation: it has many issues and limitations related to both importing and exporting it. To store segmentation in DICOM format, use Segmentation object format (the exporter that you show in your screenshot above).
DICOM Segmentation object exporter expects that the master volume is loaded from DICOM and has all the necessary unique identifiers (UIDs). If you want to use non-DICOM image source then first you can export the image to DICOM, which adds all the necessary identifiers.