to answer your question directly, MyHeritage has an export GEDCOM feature, look for that. I used to have a tree on MyHeritage, but no longer, so I don't know specific details of where to look.
Not sure if they allow exporting individuals from your tree, or just your whole tree.
No, exporting the GEDCOM won't delete them from your tree. It just a copy -- sort of. Don't think of GEDCOM's as a copy of your tree, that would be inaccurate. GEDCOM is a data transfer format. And not all the data fields will transfer properly from one genealogy program to another. So its a rather incomplete copy.
That's partially why Cheryl and others here recommend not using it, and just manually enter all the information anew. They speak from experience. Its better and more accurate that way, albeit slower. (slower is a relative term, my gedcom import, review, and approval process took a very long time.)