A structure is a collection of blocks that can spawn in the world when used by a Category:Dungeon_Generator.
CQR saves structures inside .nbt files, the same file type that also gets used by mojang to save their structures. However, CQR structure nbt files and vanilla structure block nbt files are NOT compatible. That is cause CQR uses it's own internal structure to save structures, which is more efficient for large structures and has not the limitations of the vanilla format.
Structures can be exported from the world to a .nbt file using CQR's Exporter Block. They will get saved to <Your minecraft or modpack installation>/config/CQR/exporter_output/. You can use these files for your dungeons, you need to put them in one of the dungeon generator's structure folders (if it has them). Only than can it appear in the world by spawning with a dungeon.