If you don’t use iceScrum Pro then you will have to export each project individually. To do so, you need to login with either the ScrumMaster or Product Owner permissions and open the project menu > Export.
If the menu is not visible then it indicates that exports are disabled in your configuration (config.groovy). The corresponding configuration entry is:
icescrum.project.export.enable
It is true by default but you may have changed it. Either remove this from your config:
icescrum.project.export.enable=false
Or change it to:
icescrum.project.export.enable=true