Hi Mayra,

Welcome to Box Community!

To Download Multiple Items:

• 
  Shift+click on multiple items to select them. The action toolbar will appear above your files in the top-right.


• To select all items, press the key combination Ctrl+a.


• Click Download to begin the download process. Your selected items will be downloaded together in a single zip file.

Reference: Download Files and Folders from Box

Hope this helps. Thank you for posting!

Unfortunately the download option doesn't appear, it only appears when I am in a document (not file).  I would like to download the filed and the contents at one time.