Best way to do it manually. By FTP just download the wp-content/uploads directory. If you want to automate this and the media files zip here is a plugin-
downML – Download Media Library
But it’s not updated for more than 2 years. So you have to test it before use it on live site.
There is another solution in my mind. If you can find a PHP Script to zip images from URL you can use this below code to get all the images URLs and create a zip from them. But this script will not very memory friendly.
All images URL code-
$query_images_args = array(
'post_type' => 'attachment',
'post_mime_type' => 'image',
'post_status' => 'inherit',
'posts_per_page' => - 1,
);
$query_images = new WP_Query( $query_images_args );
$images = array();
foreach ( $query_images->posts as $image ) {
$images[] = wp_get_attachment_url( $image->ID );
}
Now you’ll get all the images URLs in $images
.