Hi Jignesh,
When using the Edit in Excel action, the Excel add-in does not, by default, filter any data. So you should get the entire unfiltered list of rows from the page from which you selected the Edit in Excel action. I assume that you have records in the list, as you mentioned that you have selected some data. Selecting the rows in the list shouldn't matter. If there is data in the list, you should get at least those rows displaying in the exported Excel workbook.
Here are a few things you can check:
1. Make sure the add-in pane in Excel doesn't display any error messages.
2. Make sure the add-in pane isn't still refreshing the data.
3. On the Design page of the add-in, check the data connection being used to refresh the data. You can look up this data connection on the Web Services page in Business Central to get the URL for the OData web service. Verify that you are able to get results from the web service by calling it directly from another client, or creating a direct OData connection from Excel that doesn't use the add-in.
I hope this helps.
Jared