1. Open Exchange Management Shell from the start menu
2. Create a new export request
New-MailboxExportRequest -Mailbox {username} -FilePath \\{server}\{share}\{filename}.pst
Replace {username} with the username of the mailbox you want to export, {server} with the destination server (pst files need to be exported to a share), {share} with the name of the shared folder, {filename} with the filename of the .pst file.