You have to use the filter SOQL option to Download files filtered by Created Date, You have to put the date in the following format - YYYY-MM-DDThh:mm:ssZ,
Please follow the below Steps to fulfill this requirement:
- Go to the Mass File Download tab.
- Click on Related Files & Attachments and Select Object.
- Search Mode ---> As per your choice.
- Filter for Related Files and Attachments --> Click on SOQL --> To filter the files' records, you need to put a query like ContentDocument.CreatedDate <= 2023-05-01T00:00:00Z on the following box as shown below -