No settings page (as far as I’m aware), but you can use the API to get everything (posts, comments, etc):

step 1: get login token -

curl --request POST \
     --url https://lemmy.ml/api/v3/user/login \
     --header 'accept: application/json' \
     --header 'content-type: application/json' \
     --data '
{
  "username_or_email": "2br02b",
  "password": "YOUR-PASSWORD"
}
'

step 2: use login token (big long string starting with ‘ey’) to get data -

curl --request GET \
     --url 'https://lemmy.ml/api/v3/user?username=2br02b&page=1' \
     --header 'accept: application/json' \
     --header 'authorization: Bearer YOUR-JWT'

Increment page number until you have everything. source: https://lemmy.readme.io/reference/get_user