To download your leads, click on "View Your Lead Data" on the Dashboard.
Here, you'll be able to see all your lead data: the campaign, date, time, email, where they came from, IP address, prize won and other data you've asked for. For GDPR compliance, you can also delete contacts here, which will remove their record.
Above all this data, you will see a button "Export to CSV" this will allow you to download your leads.
You can upload this CSV file in any Customer Management System or Email Marketing Service.