Victor,

When viewing the list of documents in Weblink you can simply click the box I identified below to select all files in your current folder.

Then by right clicking, you can choose to "download selected entries." This should save all files in a "ExportedContents.Zip" file.

If there is a parent folder, you can actually select the folder containing the files you want and it would save them within this folder when extracted.

Your public user would require the "Export" right to do this.