When I log to my S3 console I am unable to download multiple selected files (the WebUI allows downloads only when one file is selected):
https://console
If you use AWS CLI, you can use the exclude along with --include and --recursive flags to accomplish this
aws s3 cp s3://path/to/bucket/ . --recursive --exclude "*" --include "things_you_want"
Eg.
--exclude "*" --include "*.txt"
will download all files with .txt extension. More details - https://docs.aws.amazon.com/cli/latest/reference/s3/