You can check lead activity on the step level or lead level.
Step Level
1. You can check activities and stats for each step from the Campaigns page. Choose your campaign:
2. Scroll down and click on Activity:
3. You will be able to choose an activity you want to check with the following filters:
To download the leads with specific filters, please check this article for a step-by-step guide.
Lead level
To check the activity for a specific lead, please search for a lead in the Campaign - Leads section and click on the lead.