Yes, in the current alpha version (3) you are only able to export your animation as a sequence of png files (split into layers if you want). This way you have the option to composite your layers, do camera moves, effects like blur, etc in your favourite compositing software – before exporting your final movie file.
We will of course support exporting directly as movie files (such as MP4 and Quicktime ProRes with alpha) – but this is coming in one of the next alpha releases.
For now, you can export as png’s and convert them to mp4 (or other moviefile) elsewhere. Lot’s of software can do this, including free ones. An alternative solution is to do a screenrecording. With a little patience, the easier exporting options are coming soon! 😉