How to create an oracle dump(.dmp) file using Toad? We can export the entire database schema(skeleton) along with its data in one .dmp file using oracles "exp" tool. 
But how do I do it using Toad only.

I can't use this 

C:\Users\kaunds_oliver&gt;exp PORTAL_xxx/xxx@asdb file=E:\\Oliver\\userexpo
rt.dmp log=E:\\Oliver\\userexport.log


As there is no entry in the TNSNAMES.ora for the remote server ="asdb"
Also, I tried doing this

ASDB =
  (DESCRIPTION =
    (ADDRESS_LIST =
      (ADDRESS = (PROTOCOL = TCP) (HOST = 172.27.xx.xx) (PORT = 1530))
    )
    (CONNECT_DATA = (SERVICE_NAME = asdb))
  )


But I don't have the privileges to edit anything in C Drive i.e. the TNSNAMES.ora file

How do I create a dump file using specifically "Toad" tool of a database that I am connected to remotely?
What is your Toad version?

I have 9.5 here and there are three options:


Database > Export > Export Utility Wizard
Database > Export > Export DDL
Database > Export > Generate Database Script


There's one last option, in case you only need to get the 'skeleton' for one schema:


Database > Export > Generate schema script


Have you tried any of that?

[EDIT]
I've tried Alex Poole approach and it didn't work for me either.

Sqlplus to the entry:

p08[oracle] (sigepsti) /oracle/product/11.2.0/db/network/admin$ sqlplus system@sigepsti

SQL*Plus: Release 11.2.0.4.0 Production on Thu Jul 31 17:07:23 2014

Copyright (c) 1982, 2013, Oracle.  All rights reserved.

Enter password:

Connected to:
Oracle Database 11g Enterprise Edition Release 11.2.0.4.0 - 64bit Production
With the Partitioning, Automatic Storage Management, OLAP, Data Mining
and Real Application Testing options

(sigepsti)SQL&gt; exit


Expdp error (exp gets the same error):

p08[oracle] (sigepsti) /oracle/product/11.2.0/db/network/admin$ tnsping sigepsti

TNS Ping Utility for Linux: Version 11.2.0.4.0 - Production on 31-JUL-2014 17:07:37

Copyright (c) 1997, 2013, Oracle.  All rights reserved.

Used parameter files:
/grid/product/11.2.0/grid/network/admin/sqlnet.ora


Used TNSNAMES adapter to resolve the alias
Attempting to contact (DESCRIPTION = (ADDRESS = (PROTOCOL = TCP)(HOST = dborasigepsti)(PORT = 1521)) (CONNECT_DATA = (SERVER = DEDICATED) (SERVICE_NAME = sigepsti)))
OK (0 msec)
p08[oracle] (sigepsti) /oracle/product/11.2.0/db/network/admin$ expdp system@'dborasigepsti:1521/sigepsti'

Export: Release 11.2.0.4.0 - Production on Thu Jul 31 17:07:50 2014

Copyright (c) 1982, 2011, Oracle and/or its affiliates.  All rights reserved.

UDE-12504: operation generated ORACLE error 12504
ORA-12504: TNS:listener was not given the SERVICE_NAME in CONNECT_DATA