There are 3 sub-options for Export(refer pic2),
- All - Exports all the mails present in the GMail archive of the user.
- Selected Label - Exports only the mails present in the Mail folder/label selected in the left pane by the user.
- Selected Item - Exports only the particular mails selected by the user in the archive.
Once Export is initiated, you can view the progress of the export in the Backup> Reports> Export Report page(refer pic3). Once the export completes, a download link will be available in the same page from which you can download the exported data to your local drive.