To convert your document to another format you need to first need to compile the source from your LaTeX environment.
To compile your source code for the screen through KDVI, another DVI viewer or conversion to postscript (PS) you want to use the shortcut key Alt-2 or Tools =>LaTeX from the menu. This compiles the source for these different formats and then you have the options to:
View DVI (this will use your default viewer); Alt-3
Convert the DVI to PS; Alt-4
View the PS file; Alt-5
There are several ways to compile your document. For example, if you would like to compile your document and turn it into a PDF, you need to run PDFLaTeX that compiles your source, which then you can convert to a PDF file. This is done by using the shortcut key Alt-6 or selecting Tools from the menubar and select PDFLaTeX from the menu. This process of using Tools => LaTeX, builds your document so your viewer, or other formats can read the information.
View PDF; Alt-7
PS to PDF; Alt-8
DVI to PDF; Alt-9