At the very bottom of the section with PDFs (and MP3s, if any):

there is a button/link called "EMAIL ALL LINKS" - when you click on that, you can enter your email address, and a ZIP file download link with ALL PDFs (and MP3s, if any) of the project will be emailed to you!

This way you can easily have all PDFs (and MP3s, if any) in one place - and also print them out, if you like.