This will download as a Zip file to your local PC with all the documents in that matter.
Downloading Templates from Thread Template Desk in Sharepoint
Click the App launcher button on the upper left corner then select SharePoint.
From the SharePoint home page, select the Thread Legal site.
Select Site contents in the left menu.
You can also go into a matter and type in CTRL+ALT+T to go directly to Sharepoint.
From the Site contents tab, scroll down and select Document Templates.
From there, make sure to select all (scroll to the bottom of the page) and then choose Download, which will download a zip file locally with all the template documents in it.