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Here is an article that details steps: https://www.ptc.com/en/support/article/CS36256
You can always post the command you were trying here but please leave out details like hostname, username and password. I assuming you checked that those were accurate. Note that WindchillDS is based on OpenDJ. PTC has retired this so anything you find online that is for OpenDJ is almost an exact match.
The command I tried is :
wthome\WindchillDS\server\bat\export-ldif.bat -n userRoot -l C:\Users\Administrator\Documents\ldapexport.ldif -a -h hostname -p 4444 -D cn=Manager -w ******* -X
I got the same error when I tried to export from the PTC Windchill directory server control Panel-> Directory data-> export LDIF
This was mine I always use. There is also the Control Panel to do exports:
export-ldif --backendID userRoot --bindDN cn=Manager --bindPassword <Pw> --appendToLDIF --ldifFile sourceLdap.ldif