If you create an export of a module/view you can save the export definition. This will then appear under the export section of the actions menu. If you create a process and include the export action within it you can then publish this to a dashboard.
It is not about exporting data from module. I would like to download import file that I have uploaded to Anaplan cloud. I can do this via Anaplan Connect, but would also like to be able to do it via dashboard.
It is not possible to download the file from an action. And depending on the settings when the file was uploaded, even through Anaplan connect, this might not be possible, E.g, if the file was loaded as "private", then only the person who uploaded the file will be able to download it through Anaplan connect.