To export an entire library, right-click on it in the Zotero collections pane and choose “Export Library…”, or select “Export Library…” from the “File” menu.

To export an individual collection, right-click on it and choose “Export Collection…”.

To export specific items, select them in the items list, right-click, and choose “Export Items…”.

Full instructions: https://www.zotero.org/support/kb/exporting