Selecting a thumbnail in the thumbnail panel by clicking it makes the Export button enabled. The Export Image dialog will pop up if you click the Export button. When you type a file name, choose a directory and click the Save button, the image file will be copied to the directory you have just selected.
The Choose Directory dialog will appear if you click the Export button on the condition that more than one thumbnail is selected by shift-cliking. When you choose a directory and click the Save button, all the images you have selected will be copied to the directory of your choice as the original file names.