Welcome to the Translator group. The option to export messages for off-line working is found on the Export button at the top of the page you reach via the Translate this Page link. You will find lots of help linked from those pages, but please ask if there is anything you don't understand.
Please be aware of the category translations that have been agreed for your language. You should find it linked from Translation_Help_Needed. If your language is missing, please request a column to be inserted (or insert it yourself). If your column is incomplete, (sometimes extra categories are added) please complete it.