Should I be using this to export the data using the SQL Developer 'Data Pump Export Wizard' connected as a DBA?
Data Pump stores definitions and data in dumpfiles with a binary format specific to Oracle. Data Pump can be used to generate DDL SQL statements (create user, table, view, trigger, etc.), but not for the data in tables.
If you want INSERT statements, then yes, use the Database Export feature of SQL Developer instead of Data Pump.