You can load and process the 4D MEG continuous files directly in Brainstorm. For that, you need only the continuous recordings (c,rfhp0 4.1Hz), the header (config) and the headshape (hs_file).
I'm not sure what "export files" are.
To learn how to process these files with Brainstorm, start with following all the introduction tutorials (section "Get started") using the example dataset provided:
https://neuroimage.usc.edu/brainstorm/Tutorials
After that, if you are still confused with all these files, there is an advanced tutorial using 4D data:
https://neuroimage.usc.edu/brainstorm/Tutorials/HCP-MEG