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wget and curl are the two standard tools that are available on most Linux and macOS computers. wget contains a feature for downloading a list of files: 
wget -x -nH -i 'https://opendata.physik.lmu.de/dE1Eu0csvrgMT7s/gl_images?list'
curl is missing a feature like that, but the same functionality can be created by combining curl and xargs: 
curl 'https://opendata.physik.lmu.de/dE1Eu0csvrgMT7s/gl_images?list' | xargs -I URL -n1 bash -c 'curl --create-dirs -o ${1:31} ${1}' -- URL
Files: /gl_images