How do you export a UV map shaded with material colors?

I have this model which has about 20 materials with diffuse, here’s a render:

I’m fairly new to blender, and I can’t figure out from the documentation how to bake these colors into a UV map.
As is, “Bake” under render cancels with the error, “No objects or images found to bake to” and the only other people I’ve found who have had this issue had rendering disabled for their object(s) in the outlier menu; this is not the case for me.

(I want to be able to modify this in an image editor so that I can use multiple maps based on it as a diffuse map in an external game engine)

Can someone help me out?

UV Unwrap your object, create a new texture then use the Render / Bake / Texture option.
See demo: http://screencast.com/t/W8V0CJhXyV4

Alternatively if it is just colour you have use the UVs / Export UV Layout from the Image Editor window. In the file save browser window set the Fill Opacity to 1.

Thanks. What I was trying was exactly what was shown in that demo; except when I press “Bake” blender shows the error “No objects or images found to bake to.” Anyone know what the problem is?