Hi Lee Wei, Yes, you can take an export of the ThingWorx data by just accessing the URL.
If you are looking for export of single DataTable or Stream. You can download the export to local System Directly.
If you are looking to Export multiple files; you can first export the files to repository and then create a Mashup to download the files from Repository to your local system.
I Hope it Helps.
Lee, if you are trying to export DataTables, Streams or ValueStreams, the standard export (on that entity) will only give you the entity itself, and not the data.
If you want the data to be downloadable as well, what you need to do is do an 'Export to File' (for data) via Import/ Export, save that to your File Repository, open that File Repository Thing, run the 'CreateZipArchive' to create a zip of the folder that just got created, and then download it with a service like 'GetFileListingWithLinks'.