When you select the Text Export option in the Exports dialog (see Exports dialog), some extra options are available.

Opens the file in its default application. Typically, this is Microsoft Excel for a .csv file, and Notepad for a .txt file, but it depends on what you have installed and the setup on your computer.

Check this box and enter a name and location for the output file, or choose the Browse button to browse to the folder where you want to save it. If you do not specify a save location, and the Launch after export option is also not selected, you are prompted to either launch the associated application or select a save location.