There is no direct button within Canvas that will export your course Discussion post into a Word or PDF file but you can use these steps as a work-around to view and save a copy of your post:
Enter your course and click People
Click on your name, this will bring up a Recent Messages page with all of post your have made in the course
From here you can select all of your post by highlighting all the text under 'Recent Messages' and copy (cntrl+C) > then paste (cntrl+V) into a Word document or other text editor which you can save to your local machine.