Conversation so far:
What does the article say about Mohammed Zahir Shah's Exile?
Zahir Shah lived in exile in Italy for twenty-nine years in a villa in the affluent community of Olgiata on Via Cassia, north of Rome
why did Mohammed Zahir Shah live in Exile?
During August 1973, Zahir Shah abdicated rather than risk a civil war, ending over 200 years of royal rule in Afghanistan.

Question: What did he do while living in exile?
Self-contained rewrite: What did Mohammed Zahir Shah do while living in exile?