As the owner of all of the Photos and Photo Albums in your account, at any time you can download your images to your computer. You can download single photos in the Photo Library, or you can download entire Photo Albums. You can also download Photos and Photo Albums from your friends if they have given you that ability.
To download photos from your Photo Library follow the steps in the image below:
Once you've clicked on the brown "Download Photos" link you will be taken to another screen. Your photos will automatically start downloading to your computer. After your pictures have been downloaded you can click on the green "Return to Photo Library" button to return to your Photo Library.
If you have hundreds of pictures in your Photo Library and you don't want to select them manually one by one you can use the keyword tag filters, photo filters, and the photo search to find the exact photos you want to download. Once you find those photos you can then click on the checkbox to the left of "Upload Photos" to select all of the filtered photos at once. See the image below: