Oh, but it will. You have to Render, as I said in my previous post. I encourage you to take a look at the manual, at the video tutorials
and at the Knowledgebase
to help you learn the basics of the program. For this particular issue, the knowledgebase article, How do I export my video?
should sort you out. It is also covered in the Essentials section at the start of the manual. Most of the other questions you might run into are also answered in those resources. If you do run into another that you can't find an answer to, let us know here on the forums.