Salesforce will generate a ZIP file containing CSVs of your email data, which remains available for download for 48 hours. 2. Salesforce Data Loader (Best for Large Datasets)
How to Export or Migrate Emails Out of Salesforce - Trailhead can you download emails from salesforce
Sometimes standard tools are too rigid. Several AppExchange solutions offer more advanced "download" functionality: Salesforce will generate a ZIP file containing CSVs