How to save my data from resltset into file

Check this answer if you need a CSV file.

If you need some custom format:

// prepare statement
set st =  ##class(%SQL.Statement).%New()
set st.%SelectMode = 1 // ODBC
set sc = st.%Prepare(query)
quit:$$$ISERR(sc) sc

// execute statement
#dim result As %SQL.StatementResult
set result = st.%Execute()
quit:result.%SQLCODE'=0 $$$ERROR($$$SQLError, result.%SQLCODE, result.%Message)

// iterate metadata (for example if you need a header)
#dim metadata As SQL.StatementMetadata
set metadata = result.%GetMetadata()
set columnCount = metadata.columns.Count()

for i=1:1:columnCount {
	#dim column As %SQL.StatementColumn
	set column = metadata.columns.GetAt(i)
}

// iterate results
while result.%Next() {
	for i=1:1:columnCount {
		set value = result.%GetData(i)
	}
}

If you need to export the result of SQL to CSV you can use csvgen lib. 

install csvgen:

USER>zpm "install csvgen"

Perform export:

USER>set query="select * from your.classname"

USER>w ##class(community.csvgen).SQLToCSV(";",1,"/folder/file.csv",query)

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