You can monitor and manage all running tasks using Task Manager. In the My Account to the right of the horisontal menu, select Task Manager.
All created tasks appear in Task Manager grid, where you can monitor tasks, pause, restart, or cancel them using Actions, if necessary. You can download exported .PST file from the completed export task, or delete this file.
It might be necessary to refresh the web page to see actual state.
After the task (except for export task containing download link) is finished, it is no longer available in Task Manager.