There are basically two ways to download the responses:
Export - Exporting responses will export all responses, or selected responses in a table format and can be exported to Excel, CSV or PDF. This does not look like the original forms, it looks like the View Responses tab, but does contain the data. You can access this from the "File" menu.
Download as PDF - "Download Response as PDF Form" downloads a PDF that looks like the original form filled out. At this time this cannot be done in bulk, it is a one at a time action.