I think there are two ways to go:
1. Under file you can choose to export a song or a loop as a wav or aif file. Reason will export anything on your main outputs, so if you want seperate files for separate tracks you will have to solo all channels one by one and export them.
2. Running Reason as a rewire slave in Protools, you can run both at the same time in sync. This allows you tweak your reason arrangement while working with the vocals in ProTools. I myself would run reason over different tracks into ProTools. That wasy you can use protools plug ins on the reason tracks, or you could record the outputs fom reason into protools.
If you don't know how to set this up, go here: