From the Tools menu, choose Report Generator (BW7) or Importing/Exporting Information, then Report Generator (BW8). Choose the range of verses you want a report on. Choose what kind of information you want included. For instance, you could include the lexicon entries (either a minimal entry, like that in the UBS lexicon, or a substantial entry like that from Thayer) for every word in your range of verses. You can include morphological information. The final report will have (a) the text in all the versions you chose, (b) each word in the text parsed, if you chose morphological information to be included, and (c) lexical and other information you checked. After you make your choices, and click Build Report, a new window appears. You can manipulate text in this window, save it, print it, etc.
For more on the Report Generator, including how to make a vocabulary list for a text you are studying, see the WordList page.