Export downloads a CSV of the rows you have selected on Contacts or Companies. It is the current selection, not the whole workspace, unless you selected every matching row.
Export the current selection
The export lives on the selection toolbar after you check rows.
Open Contacts or Companies. Open a list if you only want that list's rows.
Filter the table first if you need a subset.
Select the rows you want. The header checkbox selects every matching row, not only the page you see.
Open the selection menu and select Export.
Save the CSV.
The file matches the checked ids. If you selected three people, you get those three. If you selected all matching rows, you get that filtered set.
Export does not delete anyone. Remove from this list and Delete are different actions on the same toolbar.