Downloading multiple files

I was shared some photo files (and one video).  I am trying to download multiple files at once.  I am quite familiar with doing this in other applications and using zip files. But when I select a file, it opens each one immediately individually.  I am unable to select multiple.  I can download each file individually.  What am I missing?  I did search the forum and can't find this answer.  Is it because they are not in a folder? I don't want to necessarily reach out to this contributor if I don't have to, would love to solve on my own if possible. Thanks in advance.