Talk to the section of your IT department that is responsible for the
mainframe. They should have procedures for FTPing information from the
mainframe to a text file on the LAN. Depending on the mainframe software,
the terminal emulator may have the capability of transferring files from the
mainframe.
Though mainframes have common features, the actual applications are varied
and the method of transferring information are also varied. The only ones
who would know for sure are the ones actually running the mainframe.
Politically, mainframes are far more compartmentized and security conscious
than a LAN and though you may be able to take a USB to a friend's PC, you
will run into a wall of procedures if you try to do that on a mainframe. You
may run into a lot of "Not my department".