First you need to go to the Dashboard and click on the Leads symbol next to the page you want:
Then click the Download symbol in the corner:
The Download Button (shown above) located at the top right corner will allow you to download your entire list in three different formats (txt, csv, xlsx).
Note: You can download leads selectively for all the experiences of a page or for multiple pages grouped together. Click on the leads symbol in the main dashboard next to the group and make sure you select the desired timeframe in the calendar in the upper right corner. Then you will view the leads from that time frame only and you will be able to download them together.