The PCI 32-bit Core is not appearing under the Standard Bus Interfaces when the device is set to Spartan-3E.
To work around this problem, change the device selection to Spartan-3. This will produce an equivalent set of files that would be produced if the device was set to Spartan-3E. If the device is set to Spartan-3, CORE Generator will produce numerous UCF files including the Spartan-3E UCF file. The core NGO file will be the same for both devices.