You can download a single note by clicking on a session from the record page

Then pressing the download button in the top middle of the page

Navigate to your general settings page. Scroll all the way down until you see 'Download All Data'. This will download all of your notes across all clients.

All your notes will be sorted by client or group to make things easy for you, including transcripts if they have not been deleted by you.

You can download an individual client's sessions by going to the "Clients" page, selecting the client, and pressing "Download Client Data"