Thanks for posting here. Let me show you how to download an IIF file.
You can follow these steps:
Go to the Gear icon and select Payroll settings.
Find the Export section and click the Edit (Pencil) icon.
Choose the QuickBooks Desktop version you're using and tap Continue.
Enter the exact same name of each account as it appears in your Chart of Accounts.
Click Done.
When you're back to the Payroll Settings page, click the Export transactions link to download the IIF file. You can now import it to your QuickBooks Desktop.
Additionally, please check this link: Run payroll reports in QuickBooks Online. This will explain the different payroll reports available in QuickBooks Online Payroll and how to customize them.
I'll be here if you need further assistance. Take care!