Once the download is complete, you’ll get an email message & notification
Download from the Import/Export part of settings.
Unzip the folder
This = a full download and a full backup of everything you’ve done to date on your publication (Something I do every month), including stats and email list.
I have an external hard drive of previous backups dating back to October 2023, when I started, AND I have Word backups of each article. (Better safe than sorry!)