We have previously used this approach.
Manually: You can try opening the SharePoint folder via windows explorer. This will for the given session map the SharePoint folder as a network drive (will ask for authentication before mapping the drive).
Later we used custom C# code to download the files in the folder using the Fullpath (which is a URL). We used C# because Directory.GetFiles does not support URL based Mapped drive locations/paths.
Programatically: You can also use net use command in cmd or PowerShell to map network drives / SharePoint folders programatically. More info on Net use Net use | Microsoft Docs
Net use can help shorten the URL path by mapping to the Nth parent folder of the file but still the FullPath to your file will be read as a Network Drive.
Network drives dont gel so well with UiPath (I read in some release post that UiPath will support network drive file downloads) so until then I would suggest you build up a reusable C# library which can download/delete/copy/move files in a network drive.
You can start here : WebClient.DownloadFile Method (System.Net) | Microsoft Docs