You have started a special mode of the MSDN Library that allows you to select pages, group them in a collection that persists across web sessions, and then export or print them.
Use the collection toolbar to add pages to your collection as you visit them.
Or right-click links to add linked pages to your collection.
Or right-click links to add all pages under a given link to your collection.
Click Manage pages in the toolbar.
Review and rearrange your collection's content as appropriate, and then export or print. You can export to HTML*.
* If you export to HTML with the intention of accessing the pages offline, choose Save as Web Archive (.mht) or Webpage Complete in your browser when you save the generated document. Note that web browsers work best with small HTML pages, so HTML format is not recommended for large collections.