What should I do because I want to export it into a video file.
In order of priority?
To expand on Mylenium's advice, add your comp to the AE Render Queue, and tweak the Render Settings & Output Module to create the kind of file in the media container & codec you need.
Did that sound like Jibberish?
There's a good reason: After Effects is not the kind of application you use for a couple of tricks and expect things to turn out right the first time. It takes a good knowledge of the AE basics to make it do what you want.
So how do you get the basics? Mylenium thoughtfully posted a link to them.