Set up a smart list with 'Fills out form' as a trigger, and then set up your 'view' on the Leads to show all the fields in the form so when you download it'll download the fields filled in that are on the form.
If you already have leads that have submitted the form, you'll want to setup a filter ("filled out form") rather than a trigger in the smart list. Alternatively, if the form/landing page are part of a Marketo program, you can click on the Members tab to view all members of that program (and filter by specific program status).
Are you looking for a 'semi-maual' way? Juli's suggestion will work fine then. That will suffice in most cases.
Some times, we need totally automatic, real time way to export such data. If you want a total automatic way, there is no 'built-in' way in Marketo to do that. There are a couple of ways with the help of custom development though. One using webhooks, using API or using Informatica etc I used these methods in my engagements successfully.