If you have multiple files in Media Library that you want to turn into downloads and protect them you can easily do this directly from the Media Library.
First go to your dashboard > Media Library > select the files you want to create Downloads for > once they are selected > click on Bulk actions > select Download Monitor Protect > and click on the ‘Apply‘ button.
Please keep in mind that it will only work to bulk protect the files from Media Library only if the files in the Library are displayed in a List style, not in the Grid style.
After you click ‘Apply’ they will be turned into Downloads and the files will be protected. Each protected file will have a locked icon next to it.
The newly created Downloads can be found in your dashboard > Downloads > All Downloads > from where they can be edited.