Depending on the Export Settings (see the Export to file section in the General Export page of the Export Settings) you may be asked to confirm the output path and filename:-
Export confirmation
If more than one layer is being exported to separate files then this form will be displayed once for each layer.
Open file after publishing
Switch this option on if you want to open the exported file immediately after creating it.
Open containing folder
Switch this option on if you want to open a File Explorer Window showing the folder where the file was created.
Save
Click this button to continue with the Export procedure.
Cancel
Click this button to cancel the Export procedure.