There is nothing like a "directory" in S3, there are only objects and paths. You can get a "directory-like" listing. If you want to download them serially, S3 supports 1000s of simultaneous connections to the same object without breaking the sweat. For this you need to run benchmarks to see how many connections are good as many connections from one box might get throttled by S3 also you need to do some TCP tuning.
You can join the AWS Certification Course offered by Intellipaat to learn in-depth.
You can also check out the below YouTube video for learning about S3.