Follow the given procedure to download Albums:
Click on the album folder under the tree structure on the left-hand side of the screen to select the album which you want to download.
Click on button on the left-hand side of the Collection Album screen over the album tree structure to view the menu.
From the menu click on [Download Album] to download the Album and its content (i.e. images) on your local system.
Accessing & Understanding Collection Album Screen
Adding New Album
Managing the Album Images