To export you have to Render.
Its also covered the the "The Essentials" chapter of the manual.
EffectsLab can't create titles or credits, those are typically handled in your Video editing software. EffectsLab is specifically for creating effects, and in that capacity it can be used to enhance titles, but the actual title cards must be created in another program. Any image editor that allows you to create text and work with alpha channels will do.