How can I download a group of file folders from iCloud to my desktop Mac?

I'm trying to free up space among the 5 GB storage I get through iCloud. Today I discovered there was an archive of inactive (but valuable to me) document folders taking up 500 MB of space. So I'd like to remove the whole archive from iCloud to store them on peripheral devices (like my iMac and its external backup drive).

The trouble is, the iCloud interface only highlights the download button when I highlight one or more individual documents. It consistently goes dim when I highlight a folder. So I can't figure out how to transfer the whole batch of folders within folders.

Can somebody help me out here?

I don't know if it matters, but I'm using a 2012 iMac running OS Sierra version 10.12.6.

Thanks for your attention,

Drew