Hello @Evgeni_Bolotin
Yes, you can use curl or wget. This requires that you capture all the links, so can also be a bit tedious, but this is your choice. How to → FAQ: Downloading datasets using command line
Instead, a very fast way to download all of the data at once is to do this:
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Copy just the files you want to download into a new simple history. This can be a collection! The Copy Datasets function will copy over all of the dataset elements in a collection when just the top level collection folder is copied. Give your new history a meaningful name!
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Use the Export History to File function for your new history. This compressed archive file can be downloaded or moved to other Galaxy servers or other cloud storage locations (for example, to back up data or to temporarily free up disc space in your account).
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The downloaded history archive is simply a compressed .tar.gz directory. Uncompress and all of your datasets will be inside of it!
Please let us know if this actually helps or not. Downloading individual files, even as part of a batch, will always be less efficient than using a dedicated compression format designed for data streaming. Think of the “individual file” methods as connivence features: best suited for small 1-off purposes. 
XREF 1 → Export data as compressed file - #4 by jennaj
XREF 2 → For the reverse, the command line method for moving data around in batch GitHub - galaxyproject/galaxy-upload: Galaxy Upload Utility for the CLI
XREf 3 → Finally, the Galaxy API can be used for all Galaxy functions inside of simple or sophisticated scripts that could include custom error trapping, rerun logic, file size/integrity checks, etc. Galaxy API Documentation — Galaxy Project 25.0.2.dev0 documentation