You can use the default Export to CSV / Export to Excel buttons (right click on a grid - Buttons.
Download the Export to Excel Module for the Mendix app store: https://appstore.home.mendix.com/link/app/726/Mendix/Excel-exporter
You can easily create your own templates with data for several entities from your domain model(s).
Downloading the Excel Import module will help you importing data to Mendix: https://appstore.home.mendix.com/link/app/72/Mendix/Excel-importer
To add to Aswin's answer you could also check out the following appstore modules:
Both allowing the export directly to CSV. The first with configuration, the second with the use of microflows.