While creating your Media Gallery, you can Enable downloading option in Link tab, and your clients will be able to download the files once they receive the Gallery.
To edit the Enable downloading option of an already existing Media Gallery:
In the Project where the Gallery in question is created go to Links tab next to the Media tab.
Go the Gallery you want to edit and click on the three dots in front of it.
Click on Settings.
Go to the tab Link.
Edit the Enable downloading option by enabling it or disabling it.
Click on the Update button to confirm and finalize.