Title says it all, i would like installers for all my purchased games on my HDD just in case, but its anoying to click each one and download every file manualy. So, is there a simpler/faster way to do this?

Thank you in advance.

Search for gogrepo. It's a python script for doing exactly that.

Try https://www.gog.com/downloader.

Well, thanks, but it doesent detect anything..

Like nightcraw1er said, gogrepo is probably the best way to download your whole library at once. It might not be what most people would call "simple" or "user-friendly", though. (I've never used it, myself.)
There's a topic for it here in the forum, too -- just be aware that the guy that created it (both the tool and the forum thread) hasn't been around for quite a while, and his version seems to have been pretty much abandoned; the current developer, Kalanyr -- whose forked version I linked to in the first paragraph -- is the user you'll want to look for if you have questions. (Why he hasn't started his own topic for his version by now, I don't know.)

Easiest? Browser.