You CANNOT create a GEDCOM from "Family Tree" of 'FamilySearch'.
The best thing to do is to use one of the "Third Party" Applications, being one of the "Family Tree Management" programmes, that are "Certified" to work with "Family Tree" of 'FamilySearch'.
The "Third Party" Applications that are "Certified" to work with "Family Tree" of 'FamilySearch' can be found in the "Solutions Gallery" of 'FamilySearch.
Here is the direct link:
There are, both, 'on-line' website versions; and, 'standalone' personal (computer) programmes.
Some even have, both, a FREE Basic version; and, a PAID "Subscription" version. The FREE Basic version is sufficient for most Users. Whereas, the PAID "Subscription" version just has more 'Bells and Whistles", for the 'Power' Users.
They interface with "Family Tree" of 'FamilySearch'; and, have ability to, both, "Download"; and, "Upload", between the the themselves and "Family Tree" of 'FamilySearch'.
You can use one; or, more than one - the choice is yours.
Take a look.
Give one or more of them ago.
I hope this helps.
Even if you could download GEDCOM files from the FamilySearch FamilyTree (which you can't), the GEDCOM standard doesn't support PID keys.
However, as Brett points out, at least some of the third party certified applications support this kind of information. Here's an example of my Ancestral Quest database on my Mac. It displays like this even when it is offline (i.e., not connected to the FSFT):
Where do you want to transfer your data to via a GEDCOM file? There may already be a better way to do it.