After you exported your project, you will get a .GWP file. This file can be opened in the GetWrite app.
One of the two usecases of the .GWP file is to open it inside of the GetWrite app. This will allow you to run your project on your device. To do that, you need to import the .GWP file into the GetWrite app. You will find instructions on how to do this inside of the app.
The other usecase of the .GWP file is to retrieve the files of your project. This is useful if you want to mass download all the media files of your project. First of all, change the file extension of the .GWP file to .ZIP (yes, it's secretly all just zip files). Then extract the file. This can be done with an archive manager. After you extracted the downloaded file, you will find a folder called "files" inside of it. This folder contains all the media files of your project. You can now copy them to wherever you want.