Is it possible in adobe connect, to export a course once you've built it in this software?

Courseware is not built in Adobe Connect. Connect is just the server that can deliver the courseware. The courseware is traditionally built in Adobe Presenter or Adobe Captivate for use with Connect, though with Connect 9, any SCORM compliant content should, in theory, work.

So, to answer your question, yes the presentations can be pulled down off the server, though to report to another server, some modification to the SCORM or AICC files may need to take place. Alternatively, Presenter and Captivate do have the ability to be configured to report to an AICC or SCORM compliant server, so if you have the source files, it may be easier to republish the courseware with modified reporting configurations.