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you probably want to use "create application" instead of "export project"

  • Export Project: Exports your project as a compressed GameMaker file with the format *.gmz. These project files contain all the information relevant to your current project (including resources, extensions, game information etc...) which can then be imported again into GameMaker: Studioas a complete project in the future. This is very useful for transferring a project over a network as well as for storing shelved projects or backup copies of a current project.
  • Create Application: Once your game is ready you will probably want to give it to others to play! By using this command you create a stand-alone version of your game. The actual files produced will depend on the target module chosen in the drop down menu of the GameMaker: StudioGUI.


https://docs.yoyogames.com/source/dadiospice/000_using%20gamemaker/drop%20down%2...

my bad wrong link, try again (give it like 20 seconds before you try)