This guide is focused on WinSCP, so naturally you will need to download it from the official website:
You can install it like any other program. Open it once to verify that it works. You can close it after that.
Make The Initial Connection
Copy-Paste this link into any browser or the windows file explorer.
This will trigger WinSCP to start.
It will then ask you for your Access Key ID.
Just paste it into the field and press enter.
Repeat the same for the Secret Key when it asks you:
WinSCP will then try to establish the connnection.
Once the connection has been established you should see the CC0 Textures assets on the right half of the program and your local filesystem on the left half.
From here you can just drag files over to your computer. Don't be confused by the files called ".bzEmpty", they are created by the cloud storage provide. You can delete them from your downloads.
Save The Connection (For Later Use)
If you were to close the program right now you would need to take the steps described above to regain access. To avoid this, go to the menu in the top left corner and click on Session → Save Session as Site...
You will then be asked to specify a name for the connection and you will be able to choose whether the secret key should be saved as well, so that you don't have to type/paste it in the next time.
You can also check the box to create a handy desktop shortcut:
Perform A Basic Synchronization
The basic connection has has now been established and saved. Now let's synchronize all Substance files to the local drive.
Open the connection in WinSCP and create a folder on your own computer where you want all the files to go. Open the local directory on the left side and the remote directory on the right side.
Then press the Synchronize button in the top left corner.
This will open the Synchronize dialog. Set the Direction/Target directory to Local and the Mode to Synchronize files.
After clicking OK the software will analyze which files need to be downloaded and show you an overview.
Click OK again to start the synchronization process.
Perform An Advanced Synchronization
Let's to something slightly more complicated now. This is how to synchronize only the 1K-JPG variant of all materials.
Create another local folder and open it and the remote directory /PBR in WinSCP.
Start the synchronization process again but go to Transfer settings before actually clicking OK.
Here (in the field near the bottom of the window) you can define a mask which files should be included in the download.
If you have worked with wildcards before then you probably already know what to do. If not, here is a cheat sheet:
The final synchronization settings should look something like this:
Now you can start the process again and all the files will be downloaded.