The Export Media button will let you export the active composition to a file (or sequence of files) in your chosen location and in your chosen format.
If you have marked an in-point, we will export media from this position until we reach an out-point, or the end of the composition. If there is no in-point, we export the composition from the start until we reach an out-point or the end of the composition.
See File Format Support for supported file formats.
From the library, press the ..Export Media button, this will launch the export browser and let you navigate to the desired export location.