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

A better option:

let
    Source = Web.BrowserContents( "https://www.etsi.org/deliver/etsi_ts/138300_138399/138306/" ),
    UrlRoot = "https://www.etsi.org",
    // All Parent 'directory' link end with ".00_60/"
    ParentLinks = Html.Table( Source,
        { {"Parent_Link", "a[href$='.00_60/']", each UrlRoot & [Attributes][href]} }
    ),
    PdfContents = Table.AddColumn( ParentLinks, "PdfContents", each
        let
            childContents = Web.BrowserContents( [Parent_Link] ),
            // Only one pdf file in sub-directory
            pdfLink = Table.FirstValue(
                Html.Table( childContents,
                    { {"Pdf_Link", "a[href$='.pdf']", each UrlRoot & [Attributes][href]} }
                )
            )
        in
          Pdf.Tables( Web.Contents( pdfLink ) , [Implementation = "1.3"] ),
          Table.Type
    )
in
    PdfContents

EDIT: CSS Selectors: https://www.w3schools.com/cssref/css_selectors.php

let
    OneParentLink = Web.BrowserContents( "https://www.etsi.org/deliver/etsi_ts/138300_138399/138306/15.02.00_60/" ),
    UrlRoot = "https://www.etsi.org",    

    // Get <a href>'s ending with '.pdf' 
    OptionOne = Html.Table( OneParentLink,
        { {"Pdf_Link", "a[href$='.pdf']", each UrlRoot & [Attributes][href]} }
    ),

    OptionTwo = Html.Table( OneParentLink,
        { {"Pdf_Link", "a", each UrlRoot & [Attributes][href]} },
        [RowSelector = "a[href$='.pdf']"]
    )
in
    OptionTwo