Before you can export your contact you need to setup the integration, see HERE for a step by step guide.
Once your integration has been set up you can now export them to your chosen campaign in mailchimp
On the site customer page, search and select the contact to export. click on the Export button. In the dropdown select to export Found, All or selected contacts. Then select Export to Mailchimp
Select an exiting Campaign / Audience or to create a new. Click Export to Mailchimp to complete the export.