If you need to export all available Windows Event Logs, especially in the Windows Server Core edition (without GUI), you can utilize this PowerShell script:

$EventViewerLogs = wevtutil el
$Destination = "C:\temp\Events"

$EventViewerLogs | ForEach-Object {
    Write-Host "Exporting log $($_) into $Destination\$LogPathExportName.evtx"
    $LogPathExportName = $_ -replace "/","__"
    wevtutil.exe epl $_ $Destination\$LogPathExportName.evtx
}