I tried on the mouse_lock examples
1)On the armory exporter, dont forget to click on the "+" button and chose "Windows" as target.
2)Click on the publish button
3)There will be "build_mouse_lock" folder created
4)In that folder there is "windows-build" folder and in that folder is the solution file created.
If the folders or solution file is missing, you need to look at the console(Windows->Toggle System Console) to check if there is any error.