joyceewy,
1) We will be adding the ability to import EAR files in MyEclipse 10.x, but for now, I would recommend using File > Export > General > Archive file and make sure your entire project is selected. The resulting zip can be used as a backup. Alternatively, you could just make a copy of the project folder or zip it up, external to MyEclipse.
2) Use Export > Ear file (MyEclipse) – this is an EAR that can be deployed, it will not have the source code – you can verify this by opening the EAR with an ZIP utility (or rename the file extension to ZIP). When we add the ability to import and export EARs directly, we will probably add more options to the Export.
Hope this helps.