Log in to your D&D Beyond Account.
Mouse over 'Collections' on the navigation bar and select 'My Characters'.
View the character you want to convert. In the address bar, it should look something like:
Note the character ID. In the above example it's 8675309.
Paste this into the 'Character ID' box below and click 'Get Character Data'.
After a moment, while the character is processed, the XML will populate.
Click 'Download XML' to save the character to your computer.
For instructions on how to import the XML file into Fantasy Grounds,
please watch this video by Digital Dungeon Master.