Yes, but we've all been there! DAWs work a bit differently. Rather than record a bus, you assign the bus output to the master bus along with all the other tracks, then bounce everything to a new track - select all > Tracks > Bounce to Track(s).
This has several really useful benefits. The two main ones are you can bounce more than once, and try different processing in the master. Another is that the final mix gets saved with the project. Also, if you like the beginning of one bounce you tried but think the mix was better on a second bounce, you can cut and split the two together.
The bounce/export dialog is the same, and you could also choose to export tracks. Spend some time with the help looking at bouncing and exporting, and you'll get the hang of it.