The "SELECT ... INTO OUTFILE" command makes a file on the database server. MySQL doesn't give a method for using this command to make a file on the client. You can in any case send out your information in CSV format by choosing the data in the MySQL command line client and channeling the result to reformat the data as CSV.
mysql - u username - p - - database=dbname - - host=rdshostname - - port=rdsport - - clump
-e "select * from yourtable"
| sed 's/\t/","/g;s/^/"/;s/$/"/;s/\n//g' > yourlocalfilename