Download Facebook Data

 You can download a copy of your data through the Meta Account Center on a computer or mobile device. [1, 2]

Desktop Steps

Go to Settings & privacy > Settings via your profile picture.
Click Accounts Center in the left sidebar, then select Your information and permissions > Download your information.
Choose Download or transfer information, pick your account, and select either all or specific categories of data.
Choose Download to device, configure your Date range, Format, and Media quality, then click Create files and enter your password.

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Mobile Steps

Tap your profile picture in the app and go to Settings & privacy > Settings.
Navigate to Accounts Center > Your information and permissions > Download your information and follow the same prompts as on desktop. [1]

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What to Keep in Mind

Notification & Expiration: Facebook will notify you when the file is ready, but you must download it promptly as it remains available for only a few days.
Storage: Full archives can be quite large, especially with high-resolution media. [1, 2, 3]

If you'd like, let me know what specific type of data you are trying to save (such as photos, messages, or activity logs) or which device you are using so I can give you more details.