If you have already executed the report and are looking at the data list, you can still export it to a file using the system's standard menu. Go to System > List > Save > Local File .
For large datasets that might time out during a manual download, you can schedule the query as a background job and save the results to the SAP Application Server. sap query download file
If by "downloading a query file" you mean exporting the (the infoset and user group) to move it to another SAP system, use transaction SQ02 . Exporting as a CSV File/Excel File (SAP Library If you have already executed the report and