Downloading Bulk Files?

Sorry if this is a dumb question but I'm super confused on how to download a entire folder of bios or a CHD all at once? Am I going to have to click to download every little file individually or is there no way I can click to download everything in a specific directory.

There is no function to download everything at once -> there are many topics around

Use a download manager and set it to download 1 file at a time.