You can provide the OWL 2 Web Ontology Language version of your thesaurus in RDF/XML format. To do so, click on the OWL 2 (RDF/XML) button in the Export group of the Import & Export ribbon tab page, and select a file name to save. The default extension of the saved file is .owl.
Once you saved the thesaurus as Web Ontology Language (OWL 2), you can open the saved file in any other ontology editor which can support OWL 2 (such as protégé).
User Defined Relationships will be added to the generated OWL 2 file. You can ignore them by tick off the "Use the description of the user defined relations as symbols" option in Fields and Symbols window of the Output Format preferences.
Notice: Before generating the OWL 2 version of your thesaurus, be sure that there are no structural problem in your thesaurus. This can be done using the Quality Assurance process. Any structural problem in your thesaurus may cause unexpected problems in generated OWL 2 version of your thesaurus.