There are two ways you can download images from the Media library in Later:
Media Library from Later for Desktop
You can go to Later on the web and from there right click on your mouse and save.
Note: These photos can only be downloaded as medium resolution, not high resolution.
Media Library from Later's Mobile App
Head to your Media Library in the Later mobile app, tap 'Select' and choose all the photos you want to save. Then click on the 3 dots at the bottom of the screen and hit 'Save to Camera Roll!
Note: These photos will be in high resolution.