The power specced for any FET is the power lost in the FET.
Since the FET you've selected is specced as 30mOhm Rdson, the power loss in the FET will be about 0.2^2*30mOhm = 1.2mW. About 3 orders of magnitude less than allowed.
What you do have to take care for are:
- Your solenoid is an inductive devices, so it needs a freewheeling diode or the turn-off transient will fry the (any) FET.
- The Rdson is valid for a certain gate drive (i thing 4.5V, check the datasheet). You have to ensure you reach that level, or the FET will be half on, with much higher resistance and ditto power loss.
The fig 8 is for pulse-based operation. You wont do that with your solenoid, the switching times of an solenoid are practically DC for such an small FET.