Folder Downloads

Hello,

I have a (stupid) question: I start a download site with wordpress and “easy digital downloads”. The problem is, that the downloads are splitted to several pieces, so the download must be best the entire folder. How this can be done, that the entire folder starts to download and not open to show pdf, jpg, mp3 etc.? Folders everytime want to be opened and not downloaded completly. Its easier for my visitors to download it once completly then every single data one by one. What must be included at the end of the folder?
Image= jpg.
book = pdf.
music= mp3
FOLDER=???
Or what is the solution for this? I mean, if you download WordPress, its also the entire folder and not every php. one by one. I´m sure its very easy, but I don´t know it. Please help.