Please suggest soon.
Unfortunately, there isn't a built in feature to download individual emails or a chain of emails associated with a record. You can however, find those emails in the "emails_text" database table, which contain the contents of emails and their associated fields (from address, to address, email body, etc). From there you can export the data in CSV and other formats.
I think that it is possible to generate such reports using a report module like Kreporter or AlineaSol Reports.
Retrieving data ...