Hi,
First, note that if you click on the "manage tax rates" button of the System>Taxes menu, you'll get a listing of your tax rates, with the total amount of sales without taxes, plus the total of taxes to pay, and you can use the filters to select the date range and the order statuses to take into account.
Now that's the totals, not a list of the orders.
If you want a list of the orders, I would recommend to use a mass action on the "order" data with an action "export CSV file". There, you can select the columns you want like the billing_address_country, the order_number, the order_tax_amount and the order_full_price. You can do so via the menu System>Mass actions.