Step 1
Make sure that you have access to your SafeGuard Management Center 8.3 with a (main) security officer.
If an older version is still in use, it must be updated (see
https://docs.sophos.com/esg/sgn/8-3/admin/en-us/esg/SafeGuard-Enterprise/concepts/UpdateSGNAbout.html )
Step 2
Exporting the steps is done with the KeyExporter tool, which can be provided by Sophos Support.
This tool creates a password secured encrypted keyfile on your local computer.