YouTube playlist download process will take some time depending on the number of clips, their quality and your Internet bandwidth.
The files are downloaded into a separate folder, so you may further zip it & share. Use the 'Download All' button to save all the videos as MP3 at once. In case you don't know what format to choose (video or audio), you may save YouTube files in MP4 and then convert MP4 to MP3 on Windows to get audio tracks from video. Don’t forget that once you selected the desired option, make sure that the 'Save to' location is correct. Click the 'Download' button to save videos from YouTube playlist as MP3, MP4, AVI or another format.