You can export data individually from the modules and also from reports. While exporting a report, you can get a maximum of 20,000 records in bulk.
Note: Let's say a user has 100,000 records. Each page displays 2000 records. When he exports data, he gets 20,000 in bulk. If he navigates to the 11th page to export the next set of 20,000 records, that's not possible. The maximum number of records that can be exported in bulk is 20,000. As an alternative, he can navigate to the 11th page and export 2000 records from that page, and then the next and so on.
Also, the user can export 20,000 records only 5 times a day. This cannot be in the same report and is applicable only for 5 different reports. So, the 6th export will give a maximum of 2,000 records.