kobra:
Import them into what ever you are creating emails with
It sounds like the OP is looking for a module which exports the customer's name / company name along with the mailing address (think sending a written letter or package).
I do not know of any existing modules which fully support this export... While not officially supported on the current version of Zen Cart, you might look at Need-Snail-Mail-List?
If not one could be written. Take a look at the code in "includes/modules/pages/address_book/header_php.php" and the function zen_address_format in "includes/functions/functions_customers.php". These two files are used internally by Zen Cart to render customer addresses for display.
Basically you need to grab the customer's default address (or if you are looking to grab shipped orders - where they were shipped), process the address to handle "zones" such as country / state, and then export to CSV. You might also poke around the source for "Super Orders" (it has a mass export for orders)...
I can see value in a module which allows you to export a mailing list (especially if you can add criteria... last login date... account create date... last completed order date... etc... but my schedule is currently packed.