There is no such way to download multiple files in one go. with http. I see two possibilities. Either you use the tar program (or the Archive::Tar module) to pack all files together into one file to download, or you create a page which opens the download URLs for all files via JavaScript in pop-up fashion.

The second method has many pitfalls of browser compatibility, client bandwidth and client stupidity, you also have to make sure that each client can also manually download all files. I would recommend looking into the one-file-solution.