Is there a possibility to export rule from the agent to the EPO ?
There is no specific export/import functionality between the Agent and ePO, however, any local HIPS client rules will be sent to the ePO server for you to add to the policy.
KB58949 - Host Intrusion Prevention client rules do not display in the ePO 4.x console
PD22894 - Host Intrusion Prevention 8.0 for ePO 4.5 ProductGuide (page 63; Learn/Adaptive mode client rules)
You can export HIPS signatures to a spreadsheet via a SQL query.
KB55119 - Host Intrusion Prevention Content Signature Query in ePO 4.x