The first step of the instructions says: "on your OneDrive".
To allow downloadingdownload multiple files, you must first logbe logged in to OneDrive with your Microft account.
If you do not already have a Microsoft Account, you will need tocan first create one first (forfor free).
I had to use Chrome web browser. (The progress bar said "resuming...", as if it had to retry). My first download attempt using Firefox failed, after a few tens of megabytes. Using the retry button started it again, and then did the same thing.
How to log in securely
Readers are suggested to log in to their microsoft.com
account using their passkey, which will automatically be limited to microsoft.com, or a trusted bookmark, or the Sign-in button that appears at the top of the page in any Bing search, etc.
Or just enter your password into random links from personal websites or forums. You will surely not regret entering your password into random links from personal websites or forums.