If you want to download all files of your website running linux, you can simply create a zipped file (.tar.gz) in your linux server and download only one file instead of multiple files. It makes your download more faster than downloading using multiple files.

Be very careful with this command. You can delete all your files with a wrong command syntax.

tar -czvf filecompressed.tar.gz directory_to_compress/

Just to you know:

-c (Create file)
-v (Verbose mode. Show all files that has been compressed)
-z (Work with a gunzip file)
-f (File. If you want to work with device use F in uppercase)

Hope you enjoy.
Rodolfo