Export your calendar
Go to the calendar by clicking on the "Calendar" button in the left hand menu or by using the shortcut: G then C.

You can export your calendar from the "Calendars" menu that is located in the top right hand corner.
Download or copy link?
It is really on a case-by-case basis, as it depends on the application you wish to import it into. For example, Google calendar and Outlook supports both the import from a link and a file. But some applications require just the downloaded file. That's why we offer both and not just the quicker link option.

The following links are guides how to import your calendar into Google and Outlook as they are the most common apps: