So, first of all you need to download a JAR file. See http://yourserver.com/cli for where to download the CLI jar file.
After that you can run the below command in your linux shell to export your Jenkins job:
java -jar jenkins-cli.jar -s http://yourserver.com/ get-job your-job-name --username your-username --password your-password > your-job-name.xml
Thats all, you will get a XML file named "your-job-name.xml" with all the content ready to be imported in another Jenkins server.
If you want to import your XML file into your local Jenkins server, you need to run the following command:
java -jar jenkins-cli.jar -s http://localhost:8080/ create-job your-job-name < your-job-name.xml