For log export look here:
https://support.checkpoint.com/results/sk/sk122323
For WinSCP copy:
set user admin shell /bin/bash
https://sc1.checkpoint.com/documents/R81/WebAdminGuides/EN/CP_R81_Gaia_AdminGuide/Topics-GAG/Users-G...
Check Point logging is proprietary:
https://sc1.checkpoint.com/documents/R81.20/WebAdminGuides/EN/CP_R81.20_LoggingAndMonitoring_AdminGu...
Log exporter changes the format when exporting. Examples: syslog, splunk, logrythm etc.
You'll probably get more help by giving more details when asking. Example: version, objective (export logs to csv for offline analysis), log file required (it may be a binary file and useless to copy for viewing in a text editor), etc.
SmartView may help for export to csv. SmartConsole log viewer tab export feature is not supported anymore in recent version.