There are a few ways that you can download your files.
For the website:
You can click the 3 dots in the Files sidebar drawer, and then click Download as zip. See the following screenshot:
In the same drawer, next to each file, there are 3 dots. You can click that then click Download.
For the app:
In the Files menu, click the Download as zip button at the bottom:
In the same menu, next to each file, there are 3 dots. You can click that then click Download.