Dear Jose,
If you want to download the customers by request, you can define request with filter values for object CUSTOMER_MAIN in R3AR2:
I will show you my own example here. you can also define a range.
After that, in tcode R3AR4, execute the request by putting the name of request you just defined in R3AR2 and press execute button. Then the request download will be started.
Regards,
Ellen