What does macro export serve?

I am developing a VTK module. In the VTK and ParaView examples, and even in the VTK code base, I encounter

#include "<yourModule>Module.h"  // for export macro

I noticed that this header is not in the code base, but is generated. What does it serve? In my experience, the module works fine without it.

What does it serve?

It contains export macro for Windows: __declspec | Microsoft Learn

the module works fine without it.

You are problably using linux ?

Yes, I am on Linux.