This article should help you with how to download an entire data room
To download an entire data room folder, you will want to open the data room you are looking to download. Click the download icon next to the name of the data room. Once the files are prepared, click Download. The process will hold true when viewing a data room via log in or link.
See screenshots of the process below
Open the data room
Click the download icon next to the name of the data room
Click Download once the files are prepared
Your files will then be downloaded and available locally on your device with the same file structure as in the data room. Let us know if you have questions.