No downloading images from your Media Library in a wordpress.COM hosted blog is not possible. There is no FTP access and no blogger installed plugin capability for blogs hosted here. That functionality applies only to wordpress.ORG software installs.
Downloading your Media Library in a single file is not possible. All you can do is export a copy of your whole blog content and the image attachment pages will be included in the XML file. https://en.support.wordpress.com/export/ If that’s not suitable then go to your Media Library, display each image on its own page, capture each image one at a time and save them to your computer.