1. Get the session id.

2. Use Data Loader.

Sample SOQL:

SELECT
ConversationDefinitionId, CreatedById, CreatedDate, DialogDefinitionId,
EventDateTime, EventLabel, EventTarget, EventTargetType,
EventTimestamp, EventUuid, Id, IsDeleted, LastModifiedById,
LastModifiedDate, LogLevel, LogType, ParentId, PreviousEventLogId,
PreviousEventLogUuid, StepType, SystemModstamp FROM
ConversationDefinitionEventLog WHERE ParentId = '5CB5f000000sZ05GAE'

Workbench: