When tracking expenses you can choose to view and export from a single work item or from a contact in the Time & Budgets tab. In either case, you can view the tracked expenses in the Expenses section or download from the Budget table.
To download expenses from a work item, go to the Time & Budgets tab and click the download icon at the top of the Budget by Team Member / Role / Task Type section.
Likewise, you can view and export all expenses for a single contact within their Time & Budgets tab and download expenses via the download icon at the top of the Budget by Work / Work Type section.
If you don't want to track expenses, be sure to turn them off in Time & Budgets settings.