Export a limited or selective set of files?
                    Is it possible to select and export only a limited set of files (or even one), instead of the entire library?                
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You can use the right-click -> export selected item and then set the export format you want. Obviously that applies only to the selected items - including if its just one.
What you cannot do is apply the backup procedure described in the knowledge base only for a set of files - this will always be the entire library and there really is no way around that (but also no conceivable reason why you wouldn't want that)
http://www.zotero.org/support/zotero_data
What you also cannot currently (but might be able to in the future) is to only sync a part of your files - or decide that only some of the files you sync are going to be public and the others private.