This window is opened when you right-click an object and select Backup (or top menu, Build → Object → Save As → Backup). It allows you to create a backup copy of the obect to your hard drive.
The window summarizes the obejct to be exported. You have the option to:
Click Save as… to export the object. A file selector window will open, allowing you to select the destination folder and file name.
A file picker window will open, where you can select the folder in which you wish to save the file.
Note that it is possible to export a worn attachment.
Detailed export rules are given on this page.