There are several ways to download a contact list. The easiest is to browse to the contact lists (Contacts->Contact Lists). There is an icon on the list that allows you to download the contact list directly:

Another way is to browse to the All Contacts'  screen (Contacts->All Contacts) screen. Here contacts can be filtered by list. Once you have the list selected, you can export the view by clicking the 'Contact Exports' button.