eM Client supports exports for all standard file types for all your items. The Export function can be found under Menu > File > Export.. section.
You can export your emails into an email message format EML, calendars and tasks into iCalendar files ICS, or your contacts into VCards files VCF.
You can also export your eM Client settings, rules, accounts, signatures, templates and quicktexts into an XML file, either for backup or to import this data to eM Client installed on another device.