C4D Lite only renders from within AE and you output your data by using AE's render settings. Please, by all means, do read the help.
Thanks! is there somewhere I can read more about how exactly to do it? I did see a video about how to link c4d and after effects in the view windows by saving in c4d, but it seemed to only work with still images...
If you're really as new to AE as it sounds, you really need to learn the basics. Plain and simple, you can't use AE intuitively -- it just doesn't work. You just can't open the application and cut to the fun stuff.
You may find this tedious, but you'll thank yourself later if you spend some quality time here:
There's a reason they make AE tutorials. It's a confusing application to use. These babies cut down on the confusion.