Hello @Jen-Cho ...
This might partially help to answer your question. Take a look at this Guide:
How do I download assignment submissions from all my courses?
Are you looking to download more than just your assignment submissions? If so, what other kinds of things are you looking to download? I'm not aware of other ways to download things like Discussion topic replies. Those, I believe, you would have to copy/paste into a document on your computer...which may take some time.
Hopefully this will get you started, though. Keep us posted here in the Community...thanks!
