Yes, you need an org with API enabled permission.
To enable this permission, please follow either of the below 2 options:
1) Profiles:
Go to Setup -> Manage Users and click on Profiles -> Edit Administrative Permission -> Check the API Enable box -> Save
2) Permission sets:
Go to Setup ->Manage Users -> Permission Sets -> Select the permission set you're updating -> Go to the system and click System Permission -> Edit -> Check the API Enable box -> Save
PS: View Mass File Download, Salesforce file download app on Salesforce AppExchange: https://appexchange.salesforce.com/appxListingDetail?listingId=a0N3A00000EcsAOUAZ