Can you give me a tutorial about that? I think that was awesome

Not currently possible via the website, but you can using the API.

KuCoin dont have yet features for users to download their respective past transactions. yet KuCoin has this transaction page which will allow users to copy and paste the information which can be converted into .csv. you can see up to 100 transaction using this.

I think you have to contact their support.

I've done a search and can't seem to find an answer. But how or why can I not exctract data for tax purposes, other exchanges I use it's dead easy.

Thanks

Extracting trade order data