How to set averaged normals In Blender? I'm reading a lot of threads dealing with "averaged normals" and i can't understand if it is possibile to set them in Blender. 

Is there a buttom or a path in Blender to average the normal of my mesh?

And then which extension could be the best to export my mesh saving this information (the averaged normal)? 
Fbx? Obj? Or both are good?
Averaged normals is called smooth shading within Blender.  The easiest way is to set an entire object as smooth or faceted by selecting a mesh object, and in Object Mode, click Smooth in the Tool Shelf. This button does not stay pressed; it forces the assignment of the “smoothing” attribute to each face in the mesh, including when you add or delete geometry.

You can save this information in your export by ensuring the option to include normals is checked.