If you select download all, you will download a .zip file that contains the entire package. Once the download is complete, you will find it in your default download location.
You must first "extract" the files. If you double-click on the .zip package you have downloaded, Archive Utility should appear and automatically extract your files. If double-clicking does not work, please try the following:
1. Right-click on the .zip package, and select Open With > Archive Utility (default)
2. Archive Utility will appear on your screen and will show the progress of the extraction.
3. Once the files have been extracted, they will appear in a folder located in the same location as the original .zip file.