EBSCO only allows users with MyEBSCO accounts to export large result sets. So, you will first need to create an account by clicking on MyEBSCO from within any EBSCOhost database and following the instructions to do so. (You will need to provide an email and create a password.)

To export a set of results, perform a search in an EBSCOhost database.
Click on the down arrow next to Results.
Choose “Export results (up to 25,0000” from the resulting pop-up box. (You can only export up to 25,000 citations this way.)

This will take you to a new page titled Export results. Type your email into the form and select RIS Format from the list of options and hit Send.
You will receive an email with a link to the file shortly. Save the RIS file to your local machine and/or to a cloud location.
From within Covidence, go to your review and select Import references. Then click on the Import button. Select the step in the review in which you would like the imported references to be placed (e.g., "Screen") and upload the RIS file you saved.