Hi, I am not exactly sure what you mean by exporting the game, you can test it in playtest same as you would any other plugin, there is no need to export the game. Are you getting some error in playtest?
Viewing post in [CGMZ] Global Data for RPG Maker MZ comments
Could you show your event, and your plugin parameters? Also, could you try turning off all non-CGMZ plugins and seeing if you are still encountering the issue? You can also download and open the demo up in editor from my website, so you can see how the demo accomplished global data.
This plugin does create another save file in your project folder, so it is possible you do not have write access which could cause the creation of this file to fail.