MassFileDownload Lightning Component is supported/available for community (experience) users.

You'll need to configure basic things in your org to use the MassFileDownload lightning component for community users.

1. Enable/Create Community User -  Assign Documents Permission to the User

2. Assign Mass file Download license to the community user - 

Go to the Installed Packages and search Mass File Download App

Click on Manage Licenses and All Add Community User 

3. Digital Experience - Form Setup Enable the Digital Experience setting and then click on All Site and create/update a site for Community User, then click on Publish

4. Now, using created Site URL Community User can log in and use the MFD lighting component for Bulk download.