In MicroStation V8 XM version and later there is no emf.plt or emf.pltcfg available to create an EMF file using print/plot functionality.
Select printer.pltcfg and choose "Create metafile".
This option is in the print dialouge, section "Printer and paper Size" at the right bottom.
When printing to file it will default to the extension .000.
This can be changed to .EMF.