Create Local Maps

In the Construction Set, you can find the local map creation menu by going to World --> Create Local Maps.

This exports the specified local maps in .DDS format into the EDITOR_DIRECTORY\Data\Textures\Maps\WORLD_SPACE_NAME folder. The EDITOR_DIRECTORY is wherever you installed the Construction Set (This is most likely your Oblivion home directory) while the WORLD_SPACE_NAME is the name of the world space for which you are generating local maps. You can choose full or partial world spaces, as well as any number of interior cells.

Unless the area that you are working on takes up nearly the entire space of the worldspace, it is highly recommend that you deselect "All Cells" in the local map creation menu and instead put in the proper coordinates of the upper left and lower right cells that your area occupies.