This might help you to download multiple files,
Hope it helps!!!
You can use the multi-file download widget for this: https://marketplace.mendix.com/link/component/60747.
Depending on the browser, this action might be blocked by the browser and needs to be allowed first, see the documentation for more details.
Hope this helps!
The link to the marketplace is no longer working. For me it worked to use a Nanoflow.