Exporting Your Project
First off, make sure that your Composition is as it is intended to appear, and to do this you may want to use the RAM Preview to get a good look at it. When it is rendering, you will be able to watch it at a slowed speed, and you can cancel it halfway through if you see a problem. It will still save a video from your After Effects export, but if it is canceled halfway through it will only be the video from the start to the point in which you canceled the render.
Once your After Effects project is ready for export, go up to Composition in the upper task bar. Go down the list and select Add to Render Queue, which will then open up the Render Queue where your Composition timeline once was.
It is under the Current Render heading that you will see your project. You can alter the name of the Composition here, and then look at a few settings areas. In Render Settings you can make choices about things like the quality, color depth, different issues around layers, and the basic way that your After Effects video will be exported. In the Output Module you will find even more After Effects export settings around the way the final video file will be, such as the size, file type, depth, and other video features. This is going to be even more familiar to people that deal with regular video post-production. In Output To you will set a location for the final video to go to.
Once you are done, you will go ahead and hit the Render button in the upper right hand corner of the Render Queue. You will watch your video play through at a slow pace, and once it has finished this your exported video will exist in the location you set according to the settings you decided upon. This render period can take quite a while if a lot of effects, layers, and changes are made to the files, and you may have to do it several times since you cannot always get real-time playback in After Effects.