oracle database upgrade issue
exp and expdp are OS command-line programs.  That's why SQL*Plus doesn't recognise them.  You need to fire up a console (shell) window.  

Note that you can run these wherever makes more sense, your local PC or on the database server itself, provided the Oracle client software is installed. 

There is an in-database API for Datapump.   It's the PL/SQL package, DBMS_DATAPUMP.  Find out more.  However, for what your want to do, expdp makes more sense.




  " i'm quite amazazed that nowhere in the command i have specified anything regarding oracle databse" (sic)


Welcome to the magic of paths and scope.  Oracle exp is the first program of that name your computer found in your current direction or by traversing the command path.  So that's what it executed.

exp is an Oracle proprietary utility for exporting data from an Oracle database. It is never going to export anything else.  You didn't have to specify a target database because your environment is XE with only one in scope.  In an enterprise environment you would probably have to specify a database name in the connection string, because there could be several databases on your network.