Follow these steps if you want to download multiple documents and folders at once:
In Jira, go to Projects
Click the Documents tab
Make sure you are on the right project
Open the folder that contains the items that you want to download
Select the documents and folders that you want to move. The Bulk operations menu will appear
Click Bulk operations and then click Bulk Download
The selected documents are grouped in a ZIP archive, which is then downloaded locally on your computer.
The downloaded ZIP archive will preserve the folder structure. The file attachments of the selected documents will be added to the archive; their names might be changed in order to preserve uniqueness. The selected URL and Wiki documents are not downloaded, so they will not be included in the archive.
You can also download a specific folder by clicking the Download option from its actions menu.