Export to External System

I am trying to utilize the Export to External System function.  When I click it, I get an, "Export request queued."  I don't know where the queue is that the case is sent to.  I have read other discussions that say check the archive/exports, but it does not show up there.  It seems there is something I'm missing.  I click the Export to External System, the message the Export request queued shows up, but nothing happens from what I can tell.  If anybody can shed some light on this process or where the case gets queued, I'd greatly appreciate it.