Saving as real gcode instead of nc. And Focusing

"I am trying to save as a gcode extension, but I get NC as extension."
You can pick any extension that you like and that choice will be remembered from that point forward.

"For Focusing do I need to be connected the laptop to the machine."
This will depend on how focus is achieved on your machine. How does it work when plugged in? Typically these will simply require a set Z value. Others will have a hardware auto-focus.
If yours requires a specific Z value this is typically done by manually entering g-code in the pre-start gcode section in Edit->Device Settings->Gcode tab.