How to write a script or any PQ or in Excel to download the zip files from a Webpage

Hi

It's almost all about parsing the HTML code and transforming it to Tables (https://learn.microsoft.com/en-us/powerquery-m/html-table). Note that I had a couple of times error "Unable to connect..."
No idea what you want to do with the content of each PDF so the below query stops after getting the content of each file

Power Query:

let
    Source = Web.BrowserContents( "https://www.etsi.org/deliver/etsi_ts/138300_138399/138306/" ),
    HtmlTextToTable = #table(type table [HtmlText = Text.Type],
        {{Source}}
    ),
    SelectedTextBetweenPreTags = Table.AddColumn( HtmlTextToTable, "BetweenPreTags", each
        Text.BetweenDelimiters( [HtmlText], "<pre>", "</pre>" )
    ),
    RemovedHtmlTextColumn = Table.SelectColumns( SelectedTextBetweenPreTags, {"BetweenPreTags"} ),
    RemovedDoubleQuotes = Table.ReplaceValue( RemovedHtmlTextColumn, """", "",
        Replacer.ReplaceText, {"BetweenPreTags"}
    ),
    PdfParentLink = Table.AddColumn( RemovedDoubleQuotes, "PdfParentLink", each
        let
            tableFromHtml = Html.Table( [BetweenPreTags], {{"ParentLink", "a", each "www.etsi.org" & [Attributes][href]}} )
        in
            // Root Directory doesn't content any file ==> Skip 1st record
            Table.Skip( tableFromHtml, 1 ),
        Table.Type
    ),
    RemovedOtherColumn = Table.SelectColumns( PdfParentLink, {"PdfParentLink"}),
    ExpandedPdfParentLink = Table.ExpandTableColumn( RemovedOtherColumn, "PdfParentLink", {"ParentLink"} ),

    // There seems to be a single file per Directory...
    PdfFileName = Table.AddColumn( ExpandedPdfParentLink, "PdfName", each
        let
            webContent = Web.BrowserContents( [ParentLink] ),
            betweenHrefTag1 = Text.BetweenDelimiters( webContent, "<a href=", "</a>", 1 )
        in
            Text.AfterDelimiter( betweenHrefTag1, ">", {0, RelativePosition.FromEnd} ),
        Text.Type
    ),
    PdfContents = Table.AddColumn( PdfFileName, "PdfContents", each
        Pdf.Tables( Web.Contents( [ParentLink] & [PdfName] ) , [Implementation = "1.3"] ),
        Table.Type
    )
in
    PdfContents