Interesting Question. There are many ways to do this.
After user selects the files though interface in your web app and clicks the finish button then you can provide links pointing to different files. If you want to maintain download log, your can redirect user to a different page and provide the file in attachment for security purpose.
But think it is a pain for user to click on multiple links and then saving the files on his local computer one by one.
So better option is you can create a ZIP file of multiple files at run time. And on the click of Finish button redirect the user to that Zip file. Users will love it. You can create a different utility to clean such zip files from server.
Hope it will help you.