Can I export data and set alerts?

Yes you can receive email alerts at a frequency or your choice whenever certain conditions are met on your site. For example if a particular set of pages are viewed, the visitor arrives from a particular referring URL, a specified number of page views occur in a session or if a predefined value is entered into a data capture field. These rules are set using segments which can be found on the console in the Segments section.
There are other options for exporting/alerting users with SessionCam data such as sending data to an API endpoint, sending data to an FTP location, sending data to some 3rd party mailing solutions, or you can simply export the data. You will find information about these in the "The Exports Tab" and "The Alerts Tab" sections of this help site.