If you need to export your fax data outside of Salesforce or from the A5 Fax application, you can can use Data Loader to export data from SF.
Also under Setup, Data Export you can create a backup of data and select attachments. It is important to know when you want attachments specifically of received faxes or sent faxes depending on what you are doing with the data afterwards. All the data is available but you need to know how to work with it depending on what you are doing. There are other tools probably for helping with this and can search AppExchange for “data export”or “data backup.”