You don't need to export the head mesh to create a Morph Target. Just select the Head mesh by clicking on it and pull down from the Menu/Object/Spawn Morph Target. Give the Morph Target the name of your character. A new dial will appear at the top of the dial menu with the name of your character. You only need to export the Morph Target if you are going to distribute it, otherwise it is an extra step you don't need to take.