How to download all e-mail to folder at one time?

Depends on your email client and/or whether your ISP is set up for download or is web based.

Contact you ISP and/or Email Client supplier.

If you use Thunderbird, you have to select the necessary mails and move them to a local folder like this:

If you prefer all of your mails always being downloaded you have to use POP3 protocol in your mail client instead of IMAP

You should have a Mail Client like Outlook Express or any else.

Configure Mail accounts

Go online

Click "Get Mail All' or whatever it is in mailclient

Note:

Now in some countries ISPs have made it necessary to connect from theier Dial-up or DSL to get mail in local-drive

So you can not download all your mail simultaneously, but 1 by 1 in theier case

At least it is in Pakistan.

More over due to mail-filters used by ISPs your geniun mail may have gone to Trash folder.

Now on-line mail is dominating