Вы можете очистить страницу, чтобы получить URL-адреса для zip-файлов, а затем перебрать URL-адреса, чтобы загрузить все:
library(rvest)
# get page source
h <- read_html('https://www.cnpm.embrapa.br/projetos/relevobr/download/mg/mg.htm')
urls <- h %>%
html_nodes('area') %>% # get all `area` nodes
html_attr('href') %>% # get the link attribute of each node
sub('.htm$', '.zip', .) %>% # change file suffix
paste0('https://www.cnpm.embrapa.br/projetos/relevobr/download/mg/', .) # append to base URL
# create a directory for it all
dir <- file.path(tempdir(), 'mg')
dir.create(dir)
# iterate and download
lapply(urls, function(url) download.file(url, file.path(dir, basename(url))))
# check it's there
list.files(dir)
#> [1] "sd-23-y-a.zip" "sd-23-y-b.zip" "sd-23-y-c.zip" "sd-23-y-d.zip" "sd-23-z-a.zip" "sd-23-z-b.zip"
#> [7] "sd-23-z-c.zip" "sd-23-z-d.zip" "sd-24-y-c.zip" "sd-24-y-d.zip" "se-22-y-d.zip" "se-22-z-a.zip"
#> [13] "se-22-z-b.zip" "se-22-z-c.zip" "se-22-z-d.zip" "se-23-v-a.zip" "se-23-v-b.zip" "se-23-v-c.zip"
#> [19] "se-23-v-d.zip" "se-23-x-a.zip" "se-23-x-b.zip" "se-23-x-c.zip" "se-23-x-d.zip" "se-23-y-a.zip"
#> [25] "se-23-y-b.zip" "se-23-y-c.zip" "se-23-y-d.zip" "se-23-z-a.zip" "se-23-z-b.zip" "se-23-z-c.zip"
#> [31] "se-23-z-d.zip" "se-24-v-a.zip" "se-24-v-b.zip" "se-24-v-c.zip" "se-24-v-d.zip" "se-24-y-a.zip"
#> [37] "se-24-y-c.zip" "sf-22-v-b.zip" "sf-22-x-a.zip" "sf-22-x-b.zip" "sf-23-v-a.zip" "sf-23-v-b.zip"
#> [43] "sf-23-v-c.zip" "sf-23-v-d.zip" "sf-23-x-a.zip" "sf-23-x-b.zip" "sf-23-x-c.zip" "sf-23-x-d.zip"
#> [49] "sf-23-y-a.zip" "sf-23-y-b.zip" "sf-23-z-a.zip" "sf-23-z-b.zip" "sf-24-v-a.zip"