Sometimes the way to do things is hard to find. Specially in SharePoint designer !
So I looked for an easy was to export all my Custom Forms, WorkFlows, Views etc.
Here’s how :
Open SPD and go the Site –> List you want to export form.
You see the custom Views / Forms / Workflows etc.
on the top press the little triangle to get to the dropdown menu.
Click for instance on Workflows to get the list of available WF’s.
Next on the top menu you can select the EXPORT File (see red arrow).
This will export the WF pages not the Workflow logic, lets say.
Therefore you need to do this procedure :
Open the WF in SPD and then click Export to VISIO
I hope this helps you find your way around SPD.