Instead of clicking on download button you have to take download link.
You can do that with "get element atribute", and as atribute use href.
Than use that link in "Download" action. There you have to define
full download file path along with downloaded file name and extension.
So you can define your desirable folder.
Add a resourse for threads, and make it FixedInteger, Then restart record, And click on " Thread Number " on the left upper corner, Then add your threads resourse inside it.