I am trying to download multiple EDF files with the check-box selection, but nothing is downloading when I click on the ‘download’ button.

If you use the Google Chrome browser, please make sure that you're able to download multiple files from our site.
1. Open Google Chrome and click Customize / Control Google Chrome -> Settings.
2. Click on + Show advanced settings.
3. Go to Privacy -> Site Settings.
4. In the Automatic Downloads section, select Allow all sites to download multiple files automatically.