You can always right-click a single file (in Chrome's or Firefox' DevTools or Firebug) and then click the option to open the file in a new tab, then press Ctrl + s to save it. But there is no way of saving them all at once.
Use spiderzilla Based on HTTrack
There are many ways to download the website assets. below are few ways.
Follow the similar answers.
https://superuser.com/questions/114769/plugin-for-firefox-to-download-the-entire-webpage-with-css-javascript
httrack-wget-curl-scrape-fetch https://softwarerecs.stackexchange.com/questions/10216/download-all-remote-assets-js-css-into-local-machine-in-a-batch
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