You can export an individual frame from your sequence by first navigating to the frame (so that it is visible in the sequence preview area). Then press F12, or click the camera icon at the bottom of the sequence preview panel.

The frame will be saved to the Snapshots folder specified on the "Media Files" tab of the "Options" dialog.

Note: You can export your entire sequence as a series of images by clicking the "Save Movie" button on the toolbar and choosing "Image Sequence" as the output format.