You have to export loops. Song mode plays in bars... You specify at the top of the window what bar number is the start of the loop and wat is the end. Then go to the file menu and there will be an option to export it as an audio file, which is in wav format; which is lossless; so it will be huge. You then need something like sound forge to manipulate the sound properties of the file itself, maybe trim a bit here and there, then you need cubase or cakewalk to put stuff together...
It's really fun.