If you want to export a VMware VM to a local file as a backup or to move it to another platform you first have to convert it to a Vapp.
This can be done from the actions of the VM in the Vcloud director:

You will be prompted for a project name:

Once this action has been completed you can navigate to the Vapps menu and download the OVA file from this VM/group of VM’s in the Vapp: