First, you need to access the AppFollow API. Log into your AppFollow account and navigate to the API section in the settings. Obtain the API key, which is necessary for authentication. This key will allow you to make secure requests to retrieve your data.

Determine what specific data you need to export from AppFollow. This could include app reviews, ratings, or ASO metrics. Refer to the AppFollow API documentation to find the appropriate endpoints and parameters that correspond to the data you want.

Prepare your local environment where you will run your script. This typically involves setting up a programming environment with Python or another language capable of making HTTP requests and handling JSON. Make sure you have the necessary packages installed, such as `requests` for Python.

Create a script to make HTTP GET requests to the AppFollow API endpoints. Use the API key for authentication. Construct the URL with the correct endpoint and parameters. Parse the JSON response from the API to access the data. Here’s a basic example in Python:

```python
import requests

api_key = 'YOUR_API_KEY'
url = 'https://api.appfollow.io/endpoint' # Replace with actual endpoint
headers = {
'Authorization': f'Bearer {api_key}'
}

response = requests.get(url, headers=headers)
data = response.json()
```

Once you receive the data, process it as needed. This could involve filtering, sorting, or transforming the data to match your requirements. Ensure that the data is clean and structured properly before saving it to a file.

Ensure the processed data is in a dictionary or list format so it can be easily converted to JSON. Use a JSON library to handle the conversion. In Python, you can use the `json` module to serialize the data:

```python
import json

with open('data.json', 'w') as json_file:
json.dump(data, json_file, indent=4)
```

Finally, save the JSON formatted data to a local file on your computer. Choose a directory where you want to store the file and ensure you have write permissions. The JSON file will now contain the data fetched from AppFollow, ready for use in your local projects.

By following these steps, you can successfully transfer data from AppFollow to a local JSON file without relying on third-party connectors or integrations.