There’s only one way to move a wordpress.com site to the self-hosted (incorrectly referred to as the .org) version of WordPress.
The process involves using the WP export/import tool so that content can be exported from the .com site and then imported to the self-hosted site.
You’ll see that after the import is done you’ll still need to do things like adjust your WP settings, remove unwanted pages from the self-hosted site, install the theme along with a few other tasks to make your site similar, if not exactly like the .com site.
For more information see my “The Down And Dirty Way To Migrate A WordPress Website.”
You can use the same technique I demonstrate here moving from one self-hosted site to another host but I don’t recommend it. There are better techniques (with or without the use of a plugin) which will produce an exact copy of the original site.