How to export a module's configuration?
Many

Drupalise Me Feature introduction

Phase 2 feature slides.

Code Karate Feature Series Video 

Acquia Video Series

As far my experience features is not just about how to do it, but also how well you do it. Doing it in wrong way can make the development nightmare. Once you get acquinted with features, I would recommend you to look for features best practices. Do's and Don'ts for feature module.