You can directly enter the date range in the Advanced Search(SOQL) to download Files & Attachments.

Follow the below SOQL format - 

  • Go to the Mass File Download Tab 
  • Search Object from the Select Object Drop-Down
  • Click on Advanced Search (SOQL) search mode
  • Now type the specific date using this format. For example - CreatedDate >= 2022-10-20T00:00:00Z and CreatedDate <= 2023-02-25T00:00:00Z
  • Hit the Search button.