Begin by thoroughly reviewing the Railz API documentation. This will help you understand the types of data available, the endpoints you need to access, and the authentication methods required. Ensure you have access to the necessary API keys or credentials for data retrieval.

Prepare your local development environment. Install necessary tools such as Python, Node.js, or any preferred programming language that supports HTTP requests. Ensure you have a code editor and any additional packages required for making API requests (e.g., `requests` for Python).

Use the credentials obtained from Railz to authenticate your requests. This typically involves sending an API key or token as part of the HTTP headers. Test the authentication by making a simple request to a basic endpoint to ensure you can successfully connect and retrieve data.

Identify the specific endpoints that contain the data you need. Construct and send HTTP GET requests to these endpoints, ensuring the correct parameters are included in the query string if necessary. Parse the JSON responses and store them in a format suitable for CSV conversion.

After retrieving the JSON data, parse it to extract relevant information. Depending on the structure of the JSON, you may need to loop through nested objects or arrays. Organize the extracted data into a tabular format, with rows and columns representing records and fields respectively.

Use a library or built-in functionality in your programming language to convert the structured data into a CSV format. For instance, in Python, you can use the `csv` module to write rows of data to a CSV file. Define the headers and ensure each data point is correctly aligned with its corresponding column.

Specify the file path and name for the CSV file you want to create. Use file handling methods to write the CSV data to the specified location on your local machine. Verify the integrity of the file by opening it with a spreadsheet application to ensure all data has been accurately transferred and formatted.