If you don't want to ship to your editing software straight away, you can move or copy your selected image files to a different folder or a new location.
Moving files is much like a cut & paste action, while copying files is like a copy & paste action. In both methods, it will take all files associated with those images including the XMP files that stores your ratings.
Have a look at the options below for how to do this.
Moving your files
If you don't want to use the shipping window, you can move your images with these 3 alternate methods:
Right click on your highlighted selection > Move File(s)
Going to the top menu bar and clicking File > Move Files
Using Drag and Drop
Copying your files
If you rather copy your selection to a different folder, have a look at the methods below for how to do this:
Right clicking on your highlighted selection > Copy File(s)
Going to the top menu bar and clicking File > Copy Files
Move or Copy Files from the Shipping Menu
Open the shipping window, then toggle on the Move or Copy Files option:
You can then choose whether to move or copy your files to a specific destination by clicking the BROWSE button and selecting/creating the folder you want these images in.
When you use the Move or copy files option, you can also apply an Edit Style to these images by toggling this on and choosing a Style on the right hand of the shipping menu.
Once your files are done moving/copying to your chosen destination, you can now locate this folder inside your Finder and then import those images straight into Lightroom.