When you receive a message with multiple attachments, you can save all the attachments at once to your computer with the steps below:
Step 1: Click the message with multiple attachments to read the message in the reading pane, or double click to open the message in the message window;
Step 2: Click the small triangle after the attachments (any of the attachments);
Step 3: From the drop-down list, click "Save All Attachments…";
Step 4: Click "OK" if you save all attachments, or click the ones you want to save by holding "Ctrl" key;
Step 5: Browse to the folder where you want to save the attachments (e.g., Desktop);
Step 6: Click "OK" at the bottom, the attachments will be saved.