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.