Navigate to Utilities and select into the Bulk PDF Export tab. 
From there select what it is you would like to export (Invoices, Estimates, Proposals, Payments, Expenses, Credit Notes), select the start and end date to filter your data by, and then include a tag if desired, or select a specific status, then select Export.
Then your system will download a compressed file that includes all of the relevant PDFs and you can select into the file to open the desired files. 