I don't know if this already been answered correctly or not. Well. Downloading the file from the source is not the resolution. How to grab *.svg from URL.
I installed 'svg-grabber' add-on to Google Chrome. That only partially resolve my problem, as Google Chrome does not have the shortcut to 'Back' one page.
I was trying to download the files from URL, but I kept getting an error, that there are no svg files on this page when I can see 40 of them. You can click on them, so they will open, but you cannot save it.
The folder within WordPress: .../static/img/icons/
I added 'Go Back With Backspace' add-on to Chrome, as I had to click on each file separately, as if they are white icons (that I am currently looking for), you will not see them. You have to click on the file. Then back. It was taking too long. Now is fine. There is a soft to download specific folder, but I do not want to download half of the internet, to just have get a white .
When you click on a white icon, a new tab opens, but it is all white. Then you click on svg-grabber icon in Chrome and it will open it in a new window on a black background with a button download all svg.