[dba-SQLServer] Generate Scripts from a Database

I could have sworn that there is a way to generate scripts for everything in
a database, but now I can't find it. I right-clicked on the db in question,
then Tasks, then Generate Scripts, and walked through the wizard, selecting
Generate objects, and I got a script that creates all objects but not the
data in the tables. Did I miss something here?

TIA,
Arthur