Kerbal Space Program – How Does the Laboratory Work in Kerbal Space Program?

If you left click on the hatch, it'll bring up a list of occupants with an EVA button next to each of their names. Then it's just a simple matter of flying them to wherever they need to be. This is the same process that you use for the stock hitchhiker pod as well.

You can transmit your science, but this is less than ideal, especially since your station is in Kerbin orbit. For everything except EVA and crew reports, you won't get full value for that science. So, as your thinking goes, you should gather all the available science, and return it to the surface via a kerbal in a command pod.

The way to do this is to send a kerbal out on EVA to collect the science from the instruments. Get close to the experiment, right click on it, and an option should be present to collect the science. You can also do this for command pods that had science stored on them. I would suggest collecting science from the lab first, if possible (I'm unsure exactly how the mechanic works with regards to the lab), and then move on from there. Once all collected, you can then store the data in a command pod using the context menu, enter the pod, detach, deorbit, and recover the vessel.