To Export data from Microsoft Exchange Online 365 to Microsoft Excel, you need to have Admin rights over Exchange Online mailbox.
Please follow the steps below:
1. Open Excel in your PC and select a blank workbook.
2. Click on Data tab > Get data > From Online Services >From Microsoft Exchange Online.
3. Fill the Microsoft Exchange mailbox address then click OK.
4. Select Microsoft account and click on Sign in button.
(Used Microsoft Office 365 Exchange account for this article).
5. Select your Microsoft account and fill the password.
6. To select multiple items you can get multiple choice to select data (Mail, Tasks, Calendar, People and Meeting Requests depend on you) in different sheets then click on Transform Date and wait for few moments.
7. Now all the data appears in Power Query editor (you can apply more queries to filter the data). To export this data click on the Close & Load button.
8. To export this data click on the Close & Load button.
Now all the data is exported in different Excel sheets.