As with other databases, PubMed allows you to export article citations to bibliographic management tools such as RefWorks, EndNote, etc. Unfortunately, it is not as straightforward as some databases like Embase, though once you get some practice it is not too difficult.
You can save a group of citations from your results list by first checking the box of each entry you want to save and click Save at the top of column. This will bring up two menu choices:
Clicking Create file will download the file which you can then upload to your citation tool. Once you have done it a few times it becomes second nature.