It really depends on whether or not you want it to automatically happen or view the information on a window. If you want it to be automatic you can put a script in the “Event Scripts - Gateway.” Otherwise, you can just simply make a window in your project.
On the window you can add a table component. You can bind the data property of the table to a function binding where you can use the alert history function. That binding will return any alerts with your filters. You can put a button on the window to save the data to CSV or print it.
The system.alert.queryAlertHistory function that Robert mentioned is used in scripting only. That is what you would use in your automatic script.
I would suggest you contact your account rep here and setup a web demonstration. We can tailor it to specific functions you want accomplished and show you how to do it. You can also call our tech support at (800) 266-7798 and press 2. They can also walk you through setting this up.