You have exported the results of a spatial query to a shapefile using the pgsql2shp PostGIS command. The spatial query you have used aggregates fields using the SUM PostgreSQL function for summing country populations in the same subregion, and the ST_Union PostGIS function to aggregate the corresponding geometries as a geometric union.
The pgsql2shp command allows you to export PostGIS tables and queries to shapefiles. The options you need to specify are quite similar to the ones you use to connect to PostgreSQL with psql. To get a full list of these options, just type pgsql2shp in your command prompt and read the output.
