You have two options.
- Export a CREATE script that you can store and/or arbitrarily run on any MySQL server
- Synchronize with a specific MySQL server directly.
For #1, use the following menu command
File >> Export >> Forward Engineer SQL CREATE Script...
From here, you can use a program like MySQL GUI Tools or see the other answers in this thread to import the generated SQL script from the command line.
For #2, use the following menu command
Database >> Forward Engineer...
- or -
Database >> Synchronize Model...
Before you do either of these, you may want to establish a connection first via
Database >> Manage Connections...
Important! For both of these options, make sure you look closely at every option available in the prompts - small settings can make a big change in the output!