No, there is no interface to download a bunch of files
There are two options for downloading via LIghtroom CC in the web client.
1. You can select a single image and view it in Loupe view. A download for the single file will appear as an icon on the left hand side.
2. You can select an entire album that has had sharing enabled (via the gear icon next to the Album name). If you share the album and enable downloads, you can do the following: Click on the Shared Link in the top toolbar and it will open a new browser tab. In this browser tab there should be a Download option in the upper right. This will download a Zip file of all the images in the shared album.
A workaround for a situation where you only want a specific group of images is to select those images as you've done and then use the Copy To: option to copy them to a new temporary album where you can share, enable downloads and then use the album download option to grab the set as a zip to your local computer.
I hope that helps.
The caveat with option 2 is that you don't get the originals that way but only jpeg copies. Raw originals can only be downloaded one-by-one.