Everything is explained either on the site or in documentation with the products, but for the sake of making the answer available in the public domain I've tidied up your post and will post the answer.
AlamDV (and soon EffectsLab) are what's know as 'post production' effects software, but this does not mean that you use them last on your movies. AlamDV (and EffectsLab) are designed to work within your film-making workflow as a pose to something you just add to your movie afterwards.http://fxhome.com/forums/viewtopic.php?t=16874&highlight=workflow
Take a look at that, it should explain a good way in which you can work with the fxhome software.
After that, how you export clips from your editing program is entirely dependent on which editing software you are using. Normally you can just set the in/out points of your movie timeline to the area that needs effects and render that portion, apply effects to it then fit the new footage back into your timeline.
If you need explicit instructions on how to do this, please state with editing software you're using and I'll see what I can do.