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.
If you want to work on a page that doesn't yet have that link, it still needs preparing for translation. You may either email firstname.lastname@example.org or ask on IRC, #kde-www. It will be prepared as quickly as possible.
If there's anything you don't understand, ask. Enjoy!