Check the boxes for the results you wish to keep. To select all items on the page, check the box at the top of the page. At the top of each page of results are options to export the selected results or add them to your Marked List. If no items are checked, the selected action will apply to all your search results.
Click on "Export..." to see options for exporting data. From here you can do a range of things including:
Most options have a limit of up to 1000 papers, but you can export more data by setting it to cover papers 1001-2000, etc. The "Fast 5000" option allows a set of basic metadata for up to 5000 papers at a time.
You may need to be logged in with a personal user account to use some of the export options.