The Generate C button generates C source code. This is explained
in more detail here.
The Save and Load buttons work as expected. Note that when
saving a map the last settings used for Generate C and the current
Text Mappings are saved along with the map. Tile/Sprite data is
not saved - different tile sets can be used for the same map (as on
the Gameboy Advance itself).
Exit takes you back to the main dialog. Note that the map will be as
you left it next time you edit it from here. Unless tiles which where in the
map have been deleted, in which case those tiles will be set to the current
last tile. Also if the palette mode has changed and is incompatible with a
rotate/scale map that will be changed automatically.