Importing and exporting data is most likely something that you have to do more than once. It can be nice to have your own module for testing purposes.
I know that the standard import/export tool in AX also lets you do many of these things, but you are a programmer, right? So you might prefer to write the code yourself.
Anyway, I just wanted to get you started with a simple example that shows how to build a simple dialog where the user can select what to import/export, the filenames, and so on.
Here is the class model diagram for the example:
This is the dialog class that is common for all the different ...