Watch this quick video tutorial if you need to download the csv files from Ledger Live.
Written version below the video.
Log in to the Ledger Live app.
Click on Accounts from the menu on the left.
Then, press the gear icon for settings, located in the top right corner.
In the new screen, click on Accounts.
Now, scroll to the row labeled Operation History and press the Save button.
Select all the wallets for which you want to download the CSV file.
Finally, press the Save button.
The requested files will be saved on your computer.