How to automatically download many linked files on a website?

For learning reasons I want to download all linked files from this website: http://cycling.data.tfl.gov.uk/. But with the "wget" tool I can not download the files on this website.

I also tried to grab the links and download them with a small Python script but sadly it doesnt work because instead of links I get a weird message from Amazon Web Hosting (S3). (Guess they have a protection against web crawler...)

Is there another possibility to download the files at all once?