The .uf2 file you created by clicking on the Compile button in MakeCode also contains the source code of your program!
You can open this file in MakeCode by dragging and dropping it into the browser to edit it.
You can also find the current .uf2 file running on the MAKECODE or boardnameBOOT drive.
You can share your code by clicking on the share button. After confirmation, MakeCode will create a short unique URL for your code. Anyone with that URL will be able to reload the code.
These URLs can also be used to embed the editor your blog or web pages! Just copy paste the URL in your text editor and (if it supports oEmbed) it will automatically load it in your page.