Hi Nicole Baptista,
Please use marketplace module CSV and use java action ExportCSV to export data to excel.
In case this solves your question, please mark this answer as accepted.
Comment by Danny Roest in Slack on nov. 30th concerning Datagrid2
“Coming months we are working on auto refresh, filter over association (in the dropdown filter), export to excel, and next multi-select.”
Most of these have been implemented in the latests versions of Data Widgets. Unfortunately export to Excel seems to be missing still.