There are a few different ways you can download data from a workspace:
Widget-level export: most interactive widgets' data can be exported to Excel from widget menu.
User-level export: you can export a list of selected users or their activity to Excel.
Progress export: you can export selected users' Progress to Excel.
Workspace-level export: there are a few different files you can download that compile data of the entire workspace.
Analytics export: you can export the tables shown on the Analytics page as PDF files. For exporting raw data, see workspace-level exports.
For more specific information, check the articles linked above.