check this article to understand the difference between managed client and unmanaged client.

http://www.symantec.com/connect/articles/difference-between-managed-sep-client-and-unmanaged-sep-client

yes, by this only the package will be created. To uautoupgrade the client you need to follow the steps as in this article

Upgrading clients by using AutoUpgrade

http://www.symantec.com/business/support/index?page=content&id=HOWTO55058

HI,

Check this

1.What's the difference between "Export a managed client" and "Export an unmanaged client" ?

https://www-secure.symantec.com/connect/forums/difference-between-unmanaged-and-managed-clients

2.Will this window only create package, and no impact / won't auto install/export package to the client ?

Upgrade clients to SEP 12.1 by Auto upgrade feature

https://www-secure.symantec.com/connect/articles/upgrade-clients-sep-121-auto-upgrade-feature

https://www-secure.symantec.com/connect/videos/upgrade-clients-sep-121-using-auto-upgrade-feature

Dears thanks for your quick reply.

So to export a package ONLY in this window , and later deploy by this package or copy to destination client for manual installation ,and join into "unassigned" group, I should select Export a managed client , tick "Add clients automatically to the selected group."