Expand your calendar list by clicking the My Calendars button. Right click on the calendar you wish to export. This will cause a menu to appear. Assuming that you have Meta permissions for this calendar, CSV will be an available option. Scroll down and click this option. Shortly, you will see a download dialog asking if you wish to save your CSV file as exportCalendar.csv or open this file with some other program (e.g., Microsoft Excel).

By default your CSV file will contain columns only for event caption and start date. It is possible to export other columns by going into your Control Panel, and under My Management/Configure Preferences, clicking the Others tab. Here you will find a selector that lets you choose other fields for export such as your categories and custom properties. After you click Done your exports will contain columns for these values as well. For instance, if you choose custom properties, then your exported CSV will contain a column for each one of your custom properties.