Only some galleries allow downloading and in most cases a password will be required at step 5.

1. Start in the gallery grid view and SELECT PHOTOS


2. Choose the photos you want to download either by selecting All or individually with the checkmarks on each photo.


3.  Click on the DOWNLOAD button

4. The link will download your photos in a zip file. 
    The request button is only for a notification email and will not download anything.

5.  Fill in the password and, after you have supplied the password, DOWNLOAD.

     The zip file will download via your web browser.
     You should save it and open it with Finder or Explorer.

I hope this helps.