You can of course expert your leads as a csv file and then import them into your CRM.
However, you can avoid that manual step by creating a webhook directly to your CRM<.
you will need a technical person to enable that function using a webhook.
Please see attached video for instructions on how to export leads to your own CRM. This method requires that you have a technical person on your end to set up the webhook to your CRM
The alternate method is to export to a csv file and then import into your CRM and you can use the link on your "prospects" page