When using the Export step, you can select your file to be exported to the server directory. Where that folder is will depend on the Environment and Space the Workflow is in.
By default, the export folder on the server can be found in database folder locations. This location can be modified, including using a shared network drive location.
Within export there is a folder for each Environment, with the folder name matching the external label of the corresponding Environment. Likewise, within each Environment folder, there are folders for each Space. The folder structure is export > Environment label > Space label.
Files exported to the server's export directory can be accessed (downloaded to a client machine) through the parent Workflow's Job Details. After running a Workflow that generates a file export, click Jobs and View Details for the relevant job. You will be able to download the exported file by clicking Options for the job's Export step, and selecting to Download Exported File.
If the option is not available, either the file has been purged or manually removed, or your user does not have read access to the Space containing the Workflow that generated the file.
By default, files in the export directory are purged after five days. The purge period can be modified in Settings > Storage by changing the Export purge period value.
You can turn off purging completely by unchecking the Purge export files? option.