When you export data from Clay, the CSV file is downloaded to your computer's downloads folder, not directly to your sheet. After the export completes, you need to manually upload the CSV to your spreadsheet application.
To do this:
1. Check your downloads folder for the CSV file
2. Open your spreadsheet application (like Google Sheets)
3. Import/upload the CSV file to your sheet
If you can't find the downloaded file, try logging out of Clay and logging back in to refresh your session token, as this can resolve export issues.