Short answer
HubSpot's KB: hover a segment, click More > Export, pick properties, and download from the email. Segment exports can't include associated records; export a view for that. Needs Export permission.
1. In HubSpot
The relevant screen in my demo portal.

2. Worth knowing
Missing export permission is the usual reason the option isn't there.
3. Related
Exporting with associations and single contact exports.