Click Save and the rendering process will start.
You can listen to the song once more to ensure it's all good. Also make sure that no clips in Session View are launched as they'd be rendered into it as well. If you don't know how, here's the tutorial for it. To do this, you need to have it recorded into Arrangement View first.
The most important bit to remember is what you hear is what you get.
This is why it can be confusing at first and you might end up with unexpected results or even silence. Since there are two views in Ableton Live, you can export audio from both the Session and Arrangement View, or even a combination of both.
