If you have Character Creator 3 Pipeline then you have the export ability built in. You just have to then ensure that you purchase the Export license version of any add-on content packs you wish to be able to export. Note: If you only plan on using the content in Character Creator or iClone , then you don't need the export license version of content packs.
For the warning message you are receiving, this is just a reminder that morph sliders from earlier versions Character Creator need to be updated. You only need to run this once and you are all set. :