Exporting Data

I need to get some information in database and export it.

Is there a way to make PostgreSQL to export one data line to a new file?
Like this:
1 FIRST LINE --> line1.txt;
2 SECOND LINE --> line2.txt;
3 THIRD LINE --> line3.txt
...
and so...

I know that I can import all information into a unique file, but I need to
split that information into severel files.
I've already searched in everything and didn't find a solution.

Can anybody help?

Thanks in advance.

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