Data Loader
If you want to have full control over data imports and exports, the Data Loader app is what you need (and it is what you'll probably be asked to use for some quick data cleansing activities).
Data Loader is a client application available for free where you can insert, update, delete, or export massive Salesforce records, using CSV files to handle input or output files and a direct org connection (you add your Salesforce credentials sometime before running a Data Loader job).
This tool can be used with a user interface so you can interactively configure the database operations, parameters, queries, and field mappings or from a command line (on Windows only) when you want an import/export job to be run automatically without using intervention.
Further reading
We'll be concentrating on the user interface version, but if you want to learn more about the command line or Batch Mode version, start from Salesforce Help at https://help.salesforce.com/articleView...