To download files for all cases, including case email attachments and files stored in case records -
1. Go to the 'Mass File Download' Tab.
2. Click on 'Related Files & Attachments' and Select Object as 'File'.
3. Select Object --> Case and Email Message and hit the 'Search' Button. Here up to 50000 files will be searched.
4. Click on the 'Select All' checkbox and download all searched Case and Email Message files in one go as shown in the below image. With one click you can download 2000 files.
Note - If you need your downloaded Files in Zip and subfolder format then on the "About Mass File Download' tab turn ON the below 2 toggles and hit the Save button.