Help needed, Using SaveAs to create a .mpg

Basically what you need is to export the edited project.

In short:
a) Collect media files to include in your project.
b) Add the media files to your project
c) Edit and add audio and/or video filters to your project’s clips
d) You can save your project to continue later or to share with other users or collaborators.
e) Export the result in a file with the format that fits your needs, choosing from the multiple pre-configured options offered by Shotcut.
f) Reviews the result in different players and/or streaming platforms to know if the final rendering fits your needs in terms of quality and size.

In the attached documentation you can see some of this.