it's not very obvious unfortunately, but you should use (from top menu) Auto | Create Reports. Then check on 1 or more of the 6 component reports at top left of report window. I usually use Comps All, Comps Top SMT and Comps Bottom SMT. These are all text files (in CVS delimited style) with Comp name, x/y, side and rotation in the reports. Zip these up to send to your assy house.
There is also a Picknplc report output (at bottom of window). this generates a structured file format, but most assembly places will not be able to use it.
cheers,
rono