Only way I know off hand is to use phpmyadmin and go to the modx_site_content table and export as XML on the resources you want to export. Someone else may be able to offer a better method though
Generally you log into your hosting control panel where you would have access to phpmyadmin. Just open it up and select the table I said above ^. You may need to navigate in a few pages to get to it and then you can select the resources to export and click export. There will be a dropdown thereafter where you can select XML.
I think there's an extra for MODX called dbadmin where you can export the .sql file - you could then setup xampp/phpmyadmin on your local and import the database to export it as an xml.. im sure someone probably knows a better/faster way though!
I think you're looking for an output like this:
https://forums.modx.com/thread/recent.xml
If so you'll have to find an extra for revolution which creates an rss feed from your news items.
Thanks everyone. Unfortunately these suggestions are above my ability level, but I appreciate the effort!