How to export XML to a file format from phpMyAdmin and import into new Wordpress theme?

I have a unique and sticky situation. I have accidentally overridden and wiped out my database that has data from a Wordpress theme I've been building for months. Luckily, I have my local dev database. My plan is to

1. 
   

   Export into an XML file from phpMyAdmin ( only place I have access. The site is not up on my local server anymore )

   
   


2. 
   

   Import that XML file into my new Wordpress theme with an empty database.

   
   

Seems simple enough, however when I try to export the XML from my phpMyAdmin, it's not downloading a .XML file to the location of my choice, it's just showing the text of the XML file right there in phpMyadmin.

So how to I get myPhpAdmin to export to a file? Also will this method work? If not I'm open to suggestions.