Hi and welcome!
I would start with some of the artists that have been highlighted in the "Spotlight" or from the "Artist Search", on the front page. Then just click the download button associated with each module, but there's no download all modules by an artist.
Sometimes, it's just click a random link and see what you get.. Unfortunately, Modarchive is not entirely structured like a few other mod sites. A lot are structured by artist but the majority are just that, archived. So, unless you know a bit of the demo/mod scene, you may not be familiar with certain artists and who to look for.
Also, obviously you will need a player to listen to them.
https://www.un4seen.com/ springs to mind if your on PC. Amiga has Hippoplayer, Deli or Eagleplayer.
There are Torrents mentioned on the front page if your familiar with them.