Hello and welcome to the forums! Components can only be exported one by one at the moment. You right click them and choose "Export". They can be exported en-masse afterward by dragging and dropping them into another copy of the app. You could use dropbox or another file sharing tool to make them available to your colleagues.
We have plans to add the ability for teams to share components with each other (like a private "Online" tab, visible only for the team), but we are still gathering feedback if people would use it.