If an applicant has uploaded documents to meet conditions associated with their application, you may want to keep a copy of those documents on your local disk or in a cloud repository, either as a backup or for compliance reasons.
From within the application, click on the Export button and select "Create ZIP Archive". (see screenshot below)
This will provide a dialog box for you. You can select all attached documents, or individual documents. You can also select original format (e.g. .jpeg, .png, etc.) or have the system convert them to .pdf, or select both. (see screenshot below)
Optionally, you can also add the data from the application, in machine-readable (.json) format or human-readable (.pdf) format.
The zip file will be downloaded to the default download folder associated with your browser (typically //'This PC'/Downloads). C:\Users\MyName\Downloads\