These steps is allows you to choose whether to include all objects or selected object(s).
If you only need to backup data, I suggest you to check only at the table and if in your database there are views, stored procs, functions, and triggers, backups such objects separately or with a manual backup procedures.

On the next step, you have to choose how do you want to generate the script, specify whether you want to generate dump in one single file or across multiple files in a directory.
Choose "single file for all table(s)" and then click button on the "file name" row to setting your save directory and file name. Check the "filename prefix with timestamp" so that your database file not overwritten with new ones.