Hi, SAS Data Studio is one of the SAS Viya applications. If you are using our free SAS Viya for Learners platform, then you cannot upload, download, import, export on the server at the present time. For your own SAS Viya installation at your company, you would want to check with your SAS Administrator to find out what features you have permission to use. Importing, exporting, uploading and downloading all will need write access on the server which you'll need to make sure that you have.
If you mean SAS Studio on the SAS OnDemand forAcademics platform, you can export to an Excel format file into your /home folder (this is the Files (Home) top folder), then you can download from that folder to your local machine. With SAS OnDemand for Academics, SAS Studio cannot write directly to your local machine, so you'll need to do the export first and then the download.
Cynthia