SWF export has been removed from After Effects CC 2014 (13.0).
If you need a SWF file, create it in Flash Professional. You can use Flash Professional to embed or link a movie in a SWF file; you would create the movie file (in H.264 format) using After Effects and Adobe Media Encoder.
If you want to create a SWF file directly from After Effects, then you can save your project back one version (File > Save As > Save A Copy As CC (12.0)) and use the previous version of After Effects to create the SWF file. But note that the reason that we removed SWF export from After Effects is that it was a terrible feature that produced extremely inefficient SWF files.