You can drag audio clips or selection ranges across multiple clips directly to the Studio One browser. You can't drag to export directly to Windows Explorer but the Studio One browser File tab is a listing of the same thing.
1. Make a folder (or use an existing folder) in the Studio One browser File tab.
2. Drag and drop any audio clip from the timeline directly to it to export as wav.
If you drag normally marquee selected multiple clips (on the same track or multiple tracks) it will export multiple audio files, one for each clip. If you draw a selection range across multiple clips on the same track and drag that out, it will render one consolidated audio file.