If you have been given a link to download you files, you can download individually or in groups.

To download an individual photo, click on it to make it large.  At the top of the photo, you will three icons.  A heart to like it, a share icon and a download icon.

Click on the download icon and you will be asked for a password.  
If you want to download multiple photos, in the gallery view, click on the word  "Select Photos" on the Top Right.

Then select "Download".

You will be given the opportunity to download the entire gallery, or select photos.  
If you choose the entire gallery, the website will then give you an option to submit an email while it builds a ZIP file in the background since a gallery can be quite large.  When it is finished, it will send you the link.  An email is not mandatory and I find it is 
usually quite fast.

Do not download from the "VISIT SHOP" menu or the shopping cart or it will try and charge you.