Hi Rochelle,
No, even though the web is the interface for this particular procedure, the files aren't "for web", as such. They're for print.
So you would save them as high quality jpegs (suggest level 10) using "Save As" in the usual way. Or Image Processor.
I urge you not to wait any longer to take the Sharpening Class. You'll cry real tears when you see how much better your printed stuff could have been.