You can delete or export in-product data stored by Azure Machine Learning Studio (classic) by using the Azure portal, the Studio (classic) interface, PowerShell, and authenticated REST APIs. This article tells you how.
Telemetry data can be accessed through the Azure Privacy portal.
More details please refer to: https://learn.microsoft.com/en-us/azure/machine-learning/studio/export-delete-personal-data-dsr
And also you can use one of the Azure Machine Learning Studio Module - "Export Data" to do it : https://learn.microsoft.com/en-us/azure/machine-learning/studio-module-reference/export-data?redirectedfrom=MSDN
Let me know if you have more questions.
Regards,
Yutong