This is how you use wget to download files from the shell.
For example. Download
wget -r -l1 -A pdf --random-wait -e robots=off -U mozilla -nd -np -nc URL
This is what this means:
-l1: level 1. Only the current directory
-A pdf: Only pdf files
--random-wait -e robots=off -U mozilla: A good practice to appear human.
-nd: No directories
-np: No parent directories
-nc: "no clobber". This means only download files if they are newer or you didn't download them yet.