Issue
I requested CSV file but haven't received the download link in my email yet.
Resolution
If you haven't received the data export zip file containing the data report(s) via email, you can download the file by going to Admin Center > 
Account > Tools > Reports, click latest.
Data export must be enabled by Zendesk for your account. You also need to have permission to export account data as an admin or agent with a custom role. If you do not see this option, your account owner can contact Zendesk Customer Support to enable it. For more information, see the article: How do I enable exports?