This macro has to be installed in your personnal user macro in:
~/.config/libreoffice/4/user/Scripts/python/export_as_csvs.py
on Linux\AppData\Roaming\LibreOffice\4\user\Scripts\python\export_as_csvs.py
on Windows/Applications/LibreOffice.app/Contents/Resources/Scripts/python/export_as_csvs.py
on MacOS (there may be a better alternative)
You can execute it from the menu Tools > Macros > Run macro...
and then select My Macros > export_as_csv
in the left column and export_sheets_to_csv
in the right one
and then click on Run
.