If you click on export icon, you will given options to choose like on which format you need to export the data. Just click on anything you wish. You can see that the data is being send to the server http://export.highcharts.com/ in the top left side.

exporting: {
            chartOptions: {
                plotOptions: {
                    series: {
                        dataLabels: {
                            enabled: true
                        }
                    }
                }
            },
            scale: 3
        }

You need to add a reference of the file called offline-exporting.js to make the client side exporting available. Please be noted this feature is not supported in browser IE 8, So if you load this chart in any unsupported browser, the module will fall back to the export server. This can be handled with the option fallbackToExportServer: false. You need to set this option in your exporting settings as follows.

exporting: {
          chartOptions: {
              plotOptions: {
                  series: {
                      dataLabels: {
                          enabled: true
                      }
                  }
              }
          },
          scale: 3,
          fallbackToExportServer: false
      }