An advanced export allows you to specify a Vendor and choose an account you want to include for export. This can be accessed under Tag Summary and Advanced Export. For more details see Advanced Export.
To access most other exports, click on the report of interest, click on view pages and then click on the export icon. If you wanted to export Missing Tags, click on view pages, the export icon, and a drop down menu with the option of exporting Missing Tags, Cookies and Console logs are available. If the reports are not available for export, they are faded out as an option.
The export will contain a list of all of the URLs contained in the report. In association with the URL list, it will also contain every tag, every variable, and all variable data.
If you want to export data for an individual variable click on Variable Summary. Then select the vendor of interest, account and either Values, Set, or Not Set. Following your selection, click on the export button and the option to export a variable summary is available.