The Invoices list page can be found in Accounts -> Invoices.
This list shows the same options as the Member's Invoices page, which are explained in detail here: Viewing a member's invoices.
Downloading all invoices
On the top right of this page, controls are provided for exporting the invoices.
Downloading all invoices in individual PDFs
By leaving the One file option unchecked, the Download button will produce an archive file in ZIP format.
Your computer should be able to open this archive to produce a folder with individual PDF files for each invoice.
Downloading all invoices in PDF format
By checking the One file option:
The Download button will produce a single PDF file with all invoice pages within it. This makes it easier to print all invoices in one go, if you wish.
The file has 2 pages per invoice: