Learn how to download information from the Event overview table
To export records from the Event overview table in Data security > Overview, click the Export data button above it . You can export either all records or, if you apply any filters beforehand, their respective filtered subset. For example, if you select a specific user and then click Export data, you will only see the records for that particular user in the exported file.
For risky events, the reason why they are considered dangerous is always part of the export.