Hi Luis,
Great questions!
The Events Calendar actually does not include a way for you to download events directly to your FTP application, although you can use the WordPress exporter, a database export, a .csv file or .ics file of events as alternative ways to do it.
If you are trying to import events from Office 365, then you might want to check out our iCal Importer plugin. It will fetch events from an external calendar app that has a valid iCal feed and import the events into The Events Calendar. I do want to note, however, that iCal Importer does one-way imports, meaning it will only import events into The Events Calendar rather than the other way around.
Does this help answer your question? Please let me know. 🙂
Cheers!
Geoff