If you want to export your stencil for sharing with other OmniGraffle users, this is quite easy to do.
Right-click on your newly created stencil, and select the Show in Finder menu command. This command is also found in the Action button menu.
Each stencil's filename will be have a
.gstencil file suffix.
Select your stencil file in the Finder window, and use the File | Compress "your-stencils-filename" menu command to create an archive.
Now you can take this zip-file and send it your colleagues or you can put it up on the GraffleTopia ...