Exporting Exchange mailbox to .pst

1. Open Exchange Management Shell
2. Run The following command

New-MailboxExportRequest -Mailbox <user> -FilePath \\SERVER\FOLDER\<PST name>.pst

Example
New-MailboxExportRequest -Mailbox John.Smith -FilePath \\SERVER01\PSTExports\JohnSmithExport2019.pst 

Run the following command to check the progress of the mailbox export

Get-MailboxExportRequest