To export a report,

  1. Click on Reports > Select the report that you would like to export
  2. Click on the Export button 
  3. Select fields to be exported if any, and select the desired file format by using the drop down menu
  4. Click on Get File button 
  5. In the Task List, click on the here link

Use this example of exporting the Transaction report as a guideline to export all reports: