You can use the spool command (SQL*Plus documentation, but one of many such commands SQL Developer also supports) to write results straight to disk. Each spool can change the file that's being written to, so you can have several queries writing to different files just by putting spool commands between them:
spool "\path\to\spool1.txt"
select /*csv*/ * from employees;
spool "\path\to\spool2.txt"
select /*csv*/ * from locations;
spool off;
You'd need to run this as a script (F5, or the second button on the command bar above the SQL Worksheet). You might also want to explore some of the formatting options and the set command, though some of those do not translate to SQL Developer.
Since you mentioned CSV in the title I've included a SQL Developer-specific hint that does that formatting for you.
A downside though is that SQL Developer includes the query in the spool file, which you can avoid by having the commands and queries in a script file that you then run as a script.