To export data from Salesforce, use Setup → Data Export for a full backup of all objects as CSV files, a report export for one filtered list in Excel or CSV, and Data Loader (or the Salesforce CLI) for large or repeatable exports of one object. Which one to pick depends on how much data you need, how often, and whether it has to include files and attachments.
I tried each method in a Salesforce Developer Edition org: opened the export service, exported a report, and ran a bulk export with the Salesforce CLI. Below are the steps, the real screens and output, and the limits that decide which method fits.