Hi @Anushka_RK,
There is no straightforward way to export a file from a workflow (or even a js activity) to your local machine. You can export files like this onto a directory on the server.
In order to get your files in html format on your local machine, I would advise you to export the personalization block as an xml package, and then write a local js file to do the post processing and extracting the HTML part from the xml package into an html file.
Kind regards,
Ishan