I want to make an app. Can I do that with Web Export?

Yes and sort of.

You can create an Electron app. You would export your artboards to a single page and then compile that page with Electron. I wrote a post on this that but might try and simplify it.

You can also create a Progressive Web App by adding a manifest to your site. Users can then click on a link in their browser to install your site as an app. It works and functions the same.

In fact, you can try it now. If you are using Brave look at the right side of the address bar:

There is a button there:

That opens this:

When you click on that an icon is added to your desktop and anytime you want you can click on that and it launches like an app is treated like an app and more.