Batch Download using Internet Download Manager
When it comes to downloading files from the internet, the first program that comes to mind is of course IDM!
You can use the Tasks menu item “Add batch download from clipboard” and download multiple files at once.

Batch Download using Free Download Manager
Looking for a free software solution? FDM can help you too! Click the menu button in the corner and click “Paste Urls from Clipboard” or “Paste Urls from File“.

Trying to download thousands of links? Use Batch URL Downloader
Most download managers can be overly-complex for downloading multiple files. They can’t handle the long list of downloads without slowing down like a crawl. In case you need to download thousands of links, you can use batch link downloader software.

Batch URL Downloader is a super-simple download manager that can handle thousands of links.
Batch Download using Command Line
The command line is almost 50 years old. However text-based terminals are still the best way to accomplish many tasks, even in the age of graphical desktops and touch-screen gadgets.
If you want to download files using command line, you can use Wget for Windows! GNU Wget is a free network utility to retrieve files from the internet using HTTP and FTP, the two most widely used Internet protocols. It works non-interactively. Who needs GUI for God’s sake?