Just click the download button. This is ONLY for ESPN fantasy data. I don’t know the APIs for the other sites. If you already know the API for CBS, Sleeper, Yahoo, etc., you probably know enough to make this tool work with that data. Edit: 12/20/23: ESPN disabled the API used for this file for the 2023 (and, presumably, future) season (s).
https://www.reddit.com/r/fantasyfootball/comments/13vubj9/espn_fantasy_history_export_tool/