How do I capture and export a frame from a video in Photos version 9.0?

Did you move the slider to the frame you wanted to use before going to the File menu? You should get this:

If you did and still don't get the Frame export option \do the following: boot into Safe Mode according to How to use safe mode on your Mac and test to see if the problem persists. Reboot normally and test again.

NOTE 1: Safe Mode boot can take up to 3 - 5 minutes as it's doing the following; 

• Verifies your startup disk and attempts to repair directory issues, if needed

• Loads only required kernel extensions (prevents 3rd party kernel/extensions from loading)

• Prevents Startup Items and Login Items from opening automatically

• Disables user-installed fonts 

• Deletes font caches, kernel cache, and other system cache files

NOTE 2: if you have a wireless keyboard with rechargeable batteries connect it with its charging cable before booting into Safe Mode. This makes it act as a wired keyboard as will insure a successful boot into Safe Mode.

If you still don't get the frame export in Safe Mode try again after the normal boot.

And the video must not be open in Edit mode. If you are in edit mode, click "Done" before trying to export.

Just open the video and use the video controls to select the frame.