To generate the code click on the "Render" menu item and select the "Generate Code" menu item. This will produce a C/C++ header file in the same directory where the filter document is, with the same name as the document, but with the file extension ".h".
The header file can be for double precision numbers, 32-bit signed integer values, or 16-bit signed integer values. There are other render settings to control whether to remove leading and trailing zeros, and to control whether to include all coefficients in the file - or for even filter coefficients, just the first half of the coefficients, or for odd filter lengths, the first half of the coefficients plus one more coefficient.