As mentioned by Shane, you need to configure auditing. If it's only one server, you should be able to set auditing at the root of the drive, for each folder. Right click>Properties>Security>Advanced>Auditing tab.
If for multiple servers, you'll want to setup a GPO.
Auditing file systems is a BIG task, and requires a lot of planning. It's not something you should just enable across an entire server as it WILL cause performance issues if there are multiple concurrent access requests. You'll need a dedicated logging drive for your security logs, as they will grow faster than you can imagine which will cause Windows to run out of drive space if you don't move them. Read this from technet for more info.
If you really need to export everything to a text file, rather than using Windows logs, you can export windows logs by right clicking and then saving all events as a text file.