WMF export is used to include short passages in a word processor, so it works only on the selection. That's why it's disabled when no text is selected. Once you have selected text, you can save it as a WMF file. Note that in the latest version of JSesh, copy and paste can be used instead of WMF output.

The WMF export works quite fine for the hieroglyphs. However, there is still a lot of work for the text in latin fonts.