The first time you want to export data from WordPress navigate to [All Export] then [New Export]
Select the kind of data you want to export
Optionally add any filtering options you want.
Then click Customize [Export File]
Click [Add All] to add all available fields to your export file.
Then click [Continue]
Give the export a friendly name and click [Save & Run Export]
In a few seconds you will be able to download your file by clicking the [CSV] button.
Then find your export in the list and click [Run Export]