You can choose to download either all individual files, or the smaller number of
.tar.gz files, which contain groups of files.  The latter is easier and quicker.
You can then extract the individual files using (e.g.) WinZip on a Windows PC or
gunzip and then tar x on Windows/Mac/Unix/Linux.
Note that the .tar.gz filenames begin with 00 simply so that they are listed
at the top of page, separately from all other files.