If you have multiple sequences in your project, you can export them all consecutively by using the Export All Sequences feature.

You can also export the selected region of the sequence by selecting the Export Selected Region button in the popup menu which will appear after making your selection.

You will be presented with a series of Export Video wizards, allowing you to set different export settings for each sequence. See Saving, Sharing, or Burning a Video for more info on the export wizard.

You can use this feature from File->Export All Sequences.