To select a properer style that could be used for export of citation list and building of bibliography, just click on Styles combo-box, located in Export group:
Select from the list the style required, and it will be used for formation of the citation list.
To copy the formatted list into clipboard, check desired citations in the main window, and click Copy button:
Formatted list of citation will be copied to clipboard, so you could paste in into any document.
By clicking on Word button, you can insert citations into active (opened) MS Word document. Please, see details here.