One thing that *might* be puzzling you in the export options is the type of export.

Premiere has a number of export types including Quicktime, Microsoft DV and Video for Windows.

You will need to select Video for Windows in order to select huffyuv as a codec.

This appears in both the Project settings and the Export settings which look identical but are different and can be set to different things if you want. The project settings govern how things are encoded on the timeline when editing and the export ones govern the export encoder settings.