Once you have exported files and they appear in the Exports tab then all you need to do is click on the download icon to save those files (.pst or .eml) to your computer.

If you click on the three lines (hamburger icon) then click on the padlock icon to lock the menu in place along the left side of your screen you can click on the Exports tab then click on the download icon.  This will bring up your file manager so you can choose where to save the file(s).