To download a particular score move the mouse over the document you want to download and then select the v arrow. If the documents are displayed as a grid this will be the upper right corner of the document. If it is displayed as a list it will be to the right of the size column for the document.
To change between list and grid view select the “gear” icon.
The “Download all files” selection in the gear icon will download a zip file. On windows this cannot be opened without using an add-on such as 7-zip.