Tools -> View Addresses -> Right-click an address -> Private Key; done. You have it.
And to obtain private keys of all the address, one need to follow this:
Wallet -> Private keys -> Export
You will be seeing all private keys. You can copy them or export them.
OP,
The wallet you created using Electrum is a HD wallet. You have a seed (12 words or more) and this seed binds all your addresses however every address has it's own individual private key.
Talking about safety?
Do not share the seed with anyone.
Do not lose the seed
Do not share any of the private key with anyone.
Do not store the seed in your computer or in a device where hacker can have the chance to access your device and can steal the stored file.
Always use the Electrum client that was downloaded from their official website.
Always verify the Electrum clinet before installing it.
There are so many ways to keep your wallet safe but just use the common sense. You will be good.