You do need a Dropbox account to download folders shared with you via a link. How to download a file or folder from Dropbox
If you have a Dropbox account, follow these steps to download your own content or folders you have joined: to your account at dropbox.com .
The folder will begin downloading as a single to your computer's default downloads folder. Downloading from a Shared Link (No Account Required)
by hovering over it and clicking the checkbox on the left, or click the three dots (... icon) on the far right. Click Download from the menu that appears.
Navigate to in the left-hand sidebar to see your full directory.