The short answer
FamilySearch's help states that you cannot download a GEDCOM file from Family Tree. Family Tree is one shared tree that many people edit, so there is no single copy of it to export. FamilySearch points people to third-party programs for this.
Route 1: a family tree program
Several genealogy programs can connect to FamilySearch Family Tree, bring down the people you choose and then export them as a GEDCOM file. FamilySearch's help says that some of these programs create GEDCOM files. Each program has its own menus, so follow its own instructions: bring the people you want into the program, then look for an export option and choose GEDCOM. Some programs charge for this or for the connection, so check before you start.
Route 2: a GEDCOM you uploaded earlier
If you once uploaded a GEDCOM file of your own to FamilySearch under Genealogies, FamilySearch's help says you can download it again by clicking the download icon next to it. That returns the file you uploaded, not the shared Family Tree.
What to check in the file
Whatever route you use, open the .ged file in a plain text editor. It should start with a line that begins 0 HEAD and contain lines like INDI for each person. If it does, it is ready.
Then make the book
Open the free preview, choose the .ged file, pick the person the book starts from and choose Descendants or Ancestors. The file is read in your browser and is not uploaded.
Large trees make thick books, so choose a starting person and Descendants or Ancestors to keep the book to one branch. See how a family history book is organised.
Other sites
Exporting works differently on Ancestry and MyHeritage.