I am not sure how you can use the Data Extraction tool to interface to another tool. You have to create the query in native SQL (BTW: you can also write to the DB we tested it on our implementation). once you have tested your query and migrated it up through your environments (hopefully), you are ready to go.
To run it, you execute a job that is created and the extract output is available in the Data Extraction Dashboard. From the Dashboard, permitted users can download the extract.
unfortunately we are a hosted environment so we cannot see the host where the file is put. Also in a SaaS environment, you cannot get direct access to the file system.
As for the Data Adapters, I have no experience yet.