While creating a new feed, one of the required options is a selection of the "Store View" from which the data will be exported to the feed file. Available Store Views can be selected from the drop-down list as shown on the screenshot below:
Note that this drop-down list only displays the Store Views (websites) for which the Feed Pro extension has been activated. If you have not selected any Store Views when you activated the extension in your admin panel, the drop-down list will be empty. If you experience such an issue, go to Stores > Configuration > GoMage > Activation > Feed Pro and put checkmarks for the necessary Websites below the "Activation Key" field, as instructed in the Extension Activation manual. Save the changes after all necessary websites have been selected, then go back to the feed creation page. Now, you will see the corresponding websites available for selection in the "Store View" drop-down list.