I see Kurzweil support has already given you an answer that was covered in the manual for how to save your song as a PC4 file. I assumed you were trying to export a Standard MIDI file; I recall having trouble finding this function when I first got my PC3, I'm not sure why Kurzweil's manuals are coy about how to do this. I can't imagine with they haven't included the ability to save and load SMFs. If that's what you're trying to do, then I agree it isn't in the manual, a search of the online PDF found no reference to 'smf', 'standard midi file', or 'export'. If you can't find it among the file storage menus, it's probably tucked away in song mode somewhere. Good luck.
Another interpretation of your question is that you're hoping the PC4 can poot out a wav file of a song. I'm not aware of it having that capability.