Use the Save To Workspace option for the fit...it's not all that intuitive of an interface I agree...then you get a fit object which is just a structure that contains the coefficients and other data associated with the fit.
About only way to figure all this out is to use the Help button for the Fit Tool at the menu and then work thru one of the examples.
Alternatively, you can dispense with the interactive tool and use fit() directly and get there more directly.
