You can setup Azure Event Grid in the Azure Portal. In the Azure Portal, click Create a Resource. On the pages that opens, search for Event Grid and choose for Event Grid Topic. On the next pages that opens click create.
Name the Event Grid Topic and fill out the rest of the form.
When the Event Grid Service is ready, open it and add a new Event Subscription. You can add as many Event Subscriptions as you like, making it possible to let one export trigger multiple other processes. This manual does not go deeper in this topic, as there are numerous possibilities, all depending on your situation. Possible options to choose from include but are not limited to Azure Functions, Web Hooks, Storage Queues and Event Hubs.