Choose Export from the Toolbar (under Save) or press Ctrl+E to gather up all the files in your project and save them into a single compressed export file (an SPX file). You will be prompted to select additional files for inclusion in your export (SPX) file. You don't have to add extra files, but this allows you to add your FLA and any other resources you might need to make a complete archive of your project before sending it to someone else.
SPX (SWF Studio Export) files provide an easy way to share your projects with other users or to just move them around without worrying about hard coded file paths. When you export your project, SWF Studio gathers up all the files used in your project and compresses them into a single SPX file. All file paths are converted from fully qualified paths to ones that are relative to the location of the SPF.
When you open the SPX file again in SWF Studio, a folder with the same name as the SPX file is created and all the files in the project are extracted to this directory. Since all the paths were converted to relative paths when the SPX file was created you can just build your project and all the files will be found.
All of the new V3 examples on the Northcode web site have been packaged as SPX files and include the source FLAs and other required files. When you download an SPX file from northcode.com you can just open it and press build.
SPX files are easily identified by the following icon.