Exporting companions is a feature some mods have additionally build in, it's not a default Warband option. As a kind of a work-around you can edit your companions via using CRTL+L. Just talk to them like you normally do when you want to upgrade them "Let me see your skills" or something and then in their char sheet press CRTL+L, which will level them up quite fast. But be careful, if your companions are low level then pressing CRTL+L once will upgrade them for several levels at once so that your lvl 5 companion maybe will be a lvl 12 companion after you've pressed CRTL+L for just one single time. And another thing, the max. lvl is 63, if you press CTRL+L once again after they've reached lvl 63 they will instantly jump to something like lvl 2300 or some such. If you promote such a companion to a lord, then you will have one lord who is constantly sitting in his castle and if you ask him what he does he will reply that he needs to gather some more men because he hasn't enough troops... and that although he already has an army of almost 3,000 men... happened to me once, was fun in the first place but an annoyance in the long run.
Or you can use Morgh's txt Editing Tool, with this tool you can equip your companions as you wish and give them the stats/skills you want them to have. But you have to start a new game for this changes to come into effect (note: equipment changes of regular troops don't need a new game, only changes in skills/stats require a new game; for companions equipment and stats/skills changes require a new game). So, if you already have Morgh's tool just go into the troop editor and insert _npc into the search line, press Enter and then you have all your companions in one view, ready for being edited.