This is only available for a compliance officer wtih your organization @stacey-chisolm. It's set up and accessed through Control Hub. Here's the documentation about it:
https://www.cisco.com/c/en/us/support/docs/conferencing/webex-control-hub/218127-understand-ediscovery-reports-to-search.html
Note that they are downloaded as individual messages. You can get the details of each message from within the file but it's not displayed or available in the file name. We had a programmer in our office set up a script that opens each message and imports it into an Excel spreadsheet so we can sort them by time, sender, receiver, etc.
