To render to disk, simply change the Display Device to a file type, such as openexr.  Press the Render to Disk button.

Deep EXR

For rendering to deep exr, type in deepexr in the Display Device parameter or you can pick it from the dropdown list.  RenderMan for Houdini will automatically output Display "Ci,a" and DisplayChannel for Ci and a.  Note that we can render deepexr for both primary and secondary outputs (AOVs).