TL;DR: You can try exporting and see what happens, but I’m not exactly sure–with the limitations of being a free user–what that will do. (Edit: See oaprograms response below.)
Only pro users can save words (save by marking known, learning, etc.) and phrases (clicking the star 
) as they’re watching shows/videos on Netflix. And those words show up in their “Save Items” list on the website.
New users get a 14 day pro trial in which they can test those features (and others out), but after that saving requires a subscription.
I never tried exporting as a free user. But, I think you can export transcripts (?) and maybe saved items that you saved as a pro user/ during the pro trial, but I have no idea. But you definitely can’t save any words and phrases as a free user outside of the 14-day trial period.