Older, linked to a single record, found in the "Notes & Attachments" related list.
Are you downloading for a or a daily workflow ? How many total files (roughly) are we talking about? salesforce download all attachments
Data Loader exports the data (the body of the file as a base64 string) but not the physical files into a folder automatically. Older, linked to a single record, found in
The Salesforce community has built several free tools to solve this specific pain point. linked to a single record