Variables generated using the GENR can be saved to a file using the WRITE command.
Here is an example that uses GENR to create two simple variables of 10 observations, write them to a file, delete them from memory and read them back from the file:
* Example generating and writing variables
* - Create two simple variables of length 10
SAMPLE 1 10
GENR A=TIME(1)
GENR B=UNI(1) + A
PRINT A B
* Write variables A and B to a file
WRITE(C:\Temp\Variables.dat) A B
* Delete all the variables from memory
DELETE / ALL
* Read variables A and B back in and display them
READ(C:\Temp\Variables.dat) / NAMES LIST
To work with Excel please see the FAQ item on Working with Excel:
http://www.econometrics.com/faq/Excel.shtml
Some further information is also contained in the question:
http://community.econometrics.com/question/15/how-can-i-use-excel-spreadsheets-with-shazam
To append data to an existing open file use the APPEND option on the WRITE command