To export a norn (or any other creature) is to remove it from your game and save it to your hard drive. You can at a later date import the norn (or other creature) into your world, creating a copy of it identical to what it was when you exported it. You can also share the exported creatures over the internet (or even on CDs or floppies, if you're old fashioned). The article Playing God: On Death, Motherhood and Creatures is by Jenn Frank, written after she discovered a childhood stash of exported norns on floppy disks.
The original Creatures could not export pregnant norns - this was fixed by the 1.0.2 update.