I want to export dataset in Toad but no matter what option I choose my Dataset tab is missing and many of my options are grayed out especially the "Include SQL Option".
The Dataset tab apply to the data grid only, so the result of running a script is like that of SQL plus and the dataset tab option does not apply for it.
Select or highlight the SQL statement and use F9 to execute as a select statement and the result return in the datagrid. Now you should be able to export dataset and see the Dataset tab.